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arXiv 1504.02236math.OCmath.APmath.DS
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平均场庞特里亚金最大值原理

Mean-Field Pontryagin Maximum Principle

Mattia Bongini, Massimo Fornasier, Francesco Rossi, Francesco Solombrino

摘要:

对于由常微分方程组和Vlasov型偏微分方程耦合而得到的约束条件下的最优控制问题,我们导出了一个最大值原理。这样的问题自然出现的$Γ$ -限制最优控制问题受到ODE约束,建模,例如,外部干预人群动态。我们得到这些一阶最优性条件的形式的哈密尔顿流的Wasserstein空间的概率测度与前向后边界条件的第一和第二边缘,分别。特别是,我们恢复方程和他们的解决方案,通过建设性的程序,这可以被看作是平均场极限的庞特里亚金最大值原理适用于离散最优控制问题,在适当的缩放的伴随变量。

英文摘要:

We derive a Maximum Principle for optimal control problems with constraints given by the coupling of a system of ODEs and a PDE of Vlasov-type. Such problems arise naturally as $Γ$-limits of optimal control problems subject to ODE constraints, modeling, for instance, external interventions on crowd dynamics. We obtain these first-order optimality conditions in the form of Hamiltonian flows in the Wasserstein space of probability measures with forward-backward boundary conditions with respect to the first and second marginals, respectively. In particular, we recover the equations and their solutions by means of a constructive procedure, which can be seen as the mean-field limit of the Pontryagin Maximum Principle applied to the discrete optimal control problems, under a suitable scaling of the adjoint variables.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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