Calculus of Variations and Geometric Measure Theory

F. Anceschi - G. Ascione - D. Castorina - F. Solombrino

Optimal control problems driven by nonlinear degenerate Fokker-Planck equations

created by anceschi on 31 Oct 2024
modified on 07 Nov 2024

[BibTeX]

Preprint

Inserted: 31 oct 2024
Last Updated: 7 nov 2024

Year: 2024

ArXiv: 2410.24000 PDF

Abstract:

The well-posedness of a class of optimal control problems is analysed, where the state equation couples a nonlinear degenerate Fokker-Planck equation with a system of Ordinary Differential Equations (ODEs). Such problems naturally arise as mean-field limits of Stochastic Differential models for multipopulation dynamics, where a large number of agents (followers) is steered through parsimonious intervention on a selected class of leaders. The proposed approach combines stability estimates for measure solutions of nonlinear degenerate Fokker-Planck equations with a general framework of assumptions on the cost functional, ensuring compactness and lower semicontinuity properties. The Lie structure of the state equations allows one for considering non-Lipschitz nonlinearities, provided some suitable dissipativity assumptions are considered in addition to non-Euclidean Holder and sublinearity conditions.


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