均场优化控制问题的岔道特性

IF 2.3 4区 数学 Q1 MATHEMATICS, APPLIED
Martin Gugat, Michael Herty, Chiara Segala
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引用次数: 0

摘要

我们研究了具有均场动力学的最优控制问题的拐点现象,这些问题是由大量 $N$ 常微分方程控制的系统的极限 $N\rightarrow \infty$。我们证明,具有大时间跨度的最优控制问题会产生最优状态和最优控制的岔道结构。为了证明这一点,我们利用了常微分方程层面问题的岔道结构在相应的均场极限下得以保留这一事实。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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.
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来源期刊
CiteScore
4.70
自引率
0.00%
发文量
31
审稿时长
>12 weeks
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.
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