Reminder: Mattia Bongini's seminar at SISSA
Emanuele Tuillier Illingworth
tuillier at sissa.it
Mon Mar 16 09:02:42 CET 2015
> SEMINAR ANNOUNCEMENT
>
> Mattia Bongini (TU München)
>
> TITLE
> Mean-field Pontryagin maximum principle
>
> ABSTRACT
> The mean-field approach is a powerful tool for giving sense to the
> notion that a discrete dynamical system converges to a continuous one
> as the number of agents increases. This technique has been recently
> used in connection with $\Gamma$-convergence to show that a
> two-populations discrete optimal control problem converges to an
> ODE-PDE constrainted optimal control problem: in this model, a
> discrete population of agents (called "leaders") interacts with a
> continuous one (the mass of "followers"), and its target is to steer
> the entire population towards configurations minimizing a given cost.
> In this paper we address the problem of deriving optimality conditions
> for this optimal control problem. We show that these optimality
> conditions can be seen as the mean-field limit $N\to\infty$ of the
> Pontryagin Maximum Principle applied to the two-population discrete
> system with $N$ followers. This, in turn, enables us a constructive
> method to derive solutions as limits of solutions of the discrete
> optimality conditions, which in the end let us establish existence
> results for these kinds of Hamiltonian systems. Finally, we prove that
> the resulting optimality conditions are indeed Hamiltonian flows in
> the Wasserstein space of probability measures.
>
> Venue: SISSA, room 005 (ground floor), Thursday 19 March at 11:00
>
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