Vanishing viscosity for linear-quadratic mean-field control problems

被引：1
|
作者：
Ciampa, Gennaro [1 ]
Rossi, Francesco [2 ]
机构：
[1] BCAM Basque Ctr Appl Math, Mazarredo 14, Bilbao 48009, Basque Country, Spain
[2] Univ Padua, Dipartimento Matemat Tullio Levi Civita, Via Trieste 63, I-35131 Padua, Italy
来源：
2021 60TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC) | 2021年
关键词：
D O I：
10.1109/CDC45484.2021.9683532
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We consider a mean-field control problem with linear dynamics and quadratic control. We prove the existence of an optimal control by applying the vanishing viscosity method: we add a (regularizing) heat diffusion with a small viscosity coefficient and let such coefficient go to zero. The main result is that, in this case, the limit optimal control is exactly the optimal control of the original problem.
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页码：185 / 190
页数：6
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