{ "id": "2111.13015", "version": "v2", "published": "2021-11-25T10:53:36.000Z", "updated": "2023-04-27T08:19:59.000Z", "title": "Vanishing viscosity in mean-field optimal control", "authors": [ "Gennaro Ciampa", "Francesco Rossi" ], "journal": "ESAIM: COCV 29 (2023) 29", "doi": "10.1051/cocv/2023024", "categories": [ "math.OC", "math.AP" ], "abstract": "We show the existence of Lipschitz-in-space optimal controls for a class of mean-field control problems with dynamics given by a non-local continuity equation. The proof relies on a vanishing viscosity method: we prove the convergence of the same problem where a diffusion term is added, with a small viscosity parameter. By using stochastic optimal control, we first show the existence of a sequence of optimal controls for the problem with diffusion. We then build the optimizer of the original problem by letting the viscosity parameter go to zero.", "revisions": [ { "version": "v2", "updated": "2023-04-27T08:19:59.000Z" } ], "analyses": { "keywords": [ "mean-field optimal control", "vanishing viscosity", "mean-field control problems", "non-local continuity equation", "small viscosity parameter" ], "tags": [ "journal article" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }