Exponential turnpike property for particle systems and mean-field limit

2024/06/24 by Michaël Herty, Herty, Michael, Yizhou Zhou +1 · 1 citation
Mathematics · #35Q89 #49N10 #93C20 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Optimization and Control (math.OC) #Random Matrices and Applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.2406.17127

openalex publication_date 2024/06/24 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

This work is concerned with the exponential turnpike property for optimal control problems of particle systems and their mean-field limit. Under the assumption of the strict dissipativity of the cost function, exponential estimates for both optimal states and optimal control are proven. Moreover, we show that all the results for particle systems can be preserved under the limit in the case of infinitely many particles.

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• Turnpike property for hierarchical optimal control problems: from particle systems to hydrodynamic equations

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