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arXiv 2303.02005math.OC
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平均场最优控制问题的turnpike性质

The turnpike property for mean-field optimal control problems

Martin Gugat, Michael Herty, Chiara Segala

AI总结:

本文研究了平均场动力学最优控制问题的turnpike现象,证明了常微分方程层面的turnpike结构在平均场极限下保持不变,从而确立大时间范围最优控制问题具有turnpike结构。

摘要:

我们研究具有平均场动力学的最优控制问题的turnpike现象,该动力学是受大量$N$个常微分方程支配的系统在极限$N\rightarrow \infty$下得到的。我们证明具有大时间范围的最优控制问题会产生最优状态和最优控制的turnpike结构。在证明中,我们利用了常微分方程层面问题的turnpike结构在相应的平均场极限下得以保持的事实。

英文摘要:

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 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.

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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