Mean Field Type Control with Congestion

We analyze some systems of partial differential equations arising in the theory of mean field type control with congestion effects. We look for weak solutions. Our main result is the existence and uniqueness of suitably defined weak solutions, which are characterized as the optima of two optimal con...

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Veröffentlicht in:Applied mathematics & optimization 2016-06, Vol.73 (3), p.393-418
Hauptverfasser: Achdou, Yves, Laurière, Mathieu
Format: Artikel
Sprache:eng
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Zusammenfassung:We analyze some systems of partial differential equations arising in the theory of mean field type control with congestion effects. We look for weak solutions. Our main result is the existence and uniqueness of suitably defined weak solutions, which are characterized as the optima of two optimal control problems in duality.
ISSN:0095-4616
1432-0606
DOI:10.1007/s00245-016-9342-8