{"title":"均场优化控制问题的岔道特性","authors":"Martin Gugat, Michael Herty, Chiara Segala","doi":"10.1017/s0956792524000044","DOIUrl":null,"url":null,"abstract":"We study the turnpike phenomenon for optimal control problems with mean-field dynamics that are obtained as the limit <jats:inline-formula> <jats:alternatives> <jats:inline-graphic xmlns:xlink=\"http://www.w3.org/1999/xlink\" mime-subtype=\"png\" xlink:href=\"S0956792524000044_inline1.png\" /> <jats:tex-math> $N\\rightarrow \\infty$ </jats:tex-math> </jats:alternatives> </jats:inline-formula> of systems governed by a large number <jats:inline-formula> <jats:alternatives> <jats:inline-graphic xmlns:xlink=\"http://www.w3.org/1999/xlink\" mime-subtype=\"png\" xlink:href=\"S0956792524000044_inline2.png\" /> <jats:tex-math> $N$ </jats:tex-math> </jats:alternatives> </jats:inline-formula> of ordinary differential equations. We show that the optimal control problems with large time horizons give rise to a turnpike structure of the optimal state and the optimal control. For the proof, we use the fact that the turnpike structure for the problems on the level of ordinary differential equations is preserved under the corresponding mean-field limit.","PeriodicalId":51046,"journal":{"name":"European Journal of Applied Mathematics","volume":"37 1","pages":""},"PeriodicalIF":2.3000,"publicationDate":"2024-02-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"The turnpike property for mean-field optimal control problems\",\"authors\":\"Martin Gugat, Michael Herty, Chiara Segala\",\"doi\":\"10.1017/s0956792524000044\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We study the turnpike phenomenon for optimal control problems with mean-field dynamics that are obtained as the limit <jats:inline-formula> <jats:alternatives> <jats:inline-graphic xmlns:xlink=\\\"http://www.w3.org/1999/xlink\\\" mime-subtype=\\\"png\\\" xlink:href=\\\"S0956792524000044_inline1.png\\\" /> <jats:tex-math> $N\\\\rightarrow \\\\infty$ </jats:tex-math> </jats:alternatives> </jats:inline-formula> of systems governed by a large number <jats:inline-formula> <jats:alternatives> <jats:inline-graphic xmlns:xlink=\\\"http://www.w3.org/1999/xlink\\\" mime-subtype=\\\"png\\\" xlink:href=\\\"S0956792524000044_inline2.png\\\" /> <jats:tex-math> $N$ </jats:tex-math> </jats:alternatives> </jats:inline-formula> of ordinary differential equations. We show that the optimal control problems with large time horizons give rise to a turnpike structure of the optimal state and the optimal control. For the proof, we use the fact that the turnpike structure for the problems on the level of ordinary differential equations is preserved under the corresponding mean-field limit.\",\"PeriodicalId\":51046,\"journal\":{\"name\":\"European Journal of Applied Mathematics\",\"volume\":\"37 1\",\"pages\":\"\"},\"PeriodicalIF\":2.3000,\"publicationDate\":\"2024-02-12\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"European Journal of Applied Mathematics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1017/s0956792524000044\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"European Journal of Applied Mathematics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1017/s0956792524000044","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
The turnpike property for mean-field optimal control problems
We study the turnpike phenomenon for optimal control problems with mean-field dynamics that are obtained as the limit $N\rightarrow \infty$ of systems governed by a large number $N$ of ordinary differential equations. We show that the optimal control problems with large time horizons give rise to a turnpike structure of the optimal state and the optimal control. For the proof, we use the fact that the turnpike structure for the problems on the level of ordinary differential equations is preserved under the corresponding mean-field limit.
期刊介绍:
Since 2008 EJAM surveys have been expanded to cover Applied and Industrial Mathematics. Coverage of the journal has been strengthened in probabilistic applications, while still focusing on those areas of applied mathematics inspired by real-world applications, and at the same time fostering the development of theoretical methods with a broad range of applicability. Survey papers contain reviews of emerging areas of mathematics, either in core areas or with relevance to users in industry and other disciplines. Research papers may be in any area of applied mathematics, with special emphasis on new mathematical ideas, relevant to modelling and analysis in modern science and technology, and the development of interesting mathematical methods of wide applicability.