We investigate a first-order mean field planning problem associated to a convex Hamiltonian H with quadratic growth and a monotone interaction term f with polynomial growth. We exploit the variational structure of the system, which encodes the first order optimality condition of a convex dynamic optimal entropy-transport problem with respect to the unknown density m and of its dual, involving the maximization of an integral functional among all the subsolutions u of an Hamilton-Jacobi equation. Combining ideas from optimal transport, convex analysis and renormalized solutions to the continuity equation, we will prove existence and (at least partial) uniqueness of a weak solution. A crucial step of our approach relies on a careful analysis of distributional subsolutions to Hamilton-Jacobi equations of the form , under minimal summability conditions on α, and to a measure-theoretic description of the optimality via a suitable contact-defect measure. Finally, using the superposition principle, we are able to describe the solution to the system by means of a measure on the path space encoding the local behavior of the players.

A variational approach to the mean field planning problem

Orrieri C.;PORRETTA, ALESSIO;Savare G.
2019-01-01

Abstract

We investigate a first-order mean field planning problem associated to a convex Hamiltonian H with quadratic growth and a monotone interaction term f with polynomial growth. We exploit the variational structure of the system, which encodes the first order optimality condition of a convex dynamic optimal entropy-transport problem with respect to the unknown density m and of its dual, involving the maximization of an integral functional among all the subsolutions u of an Hamilton-Jacobi equation. Combining ideas from optimal transport, convex analysis and renormalized solutions to the continuity equation, we will prove existence and (at least partial) uniqueness of a weak solution. A crucial step of our approach relies on a careful analysis of distributional subsolutions to Hamilton-Jacobi equations of the form , under minimal summability conditions on α, and to a measure-theoretic description of the optimality via a suitable contact-defect measure. Finally, using the superposition principle, we are able to describe the solution to the system by means of a measure on the path space encoding the local behavior of the players.
2019
The Mathematics category includes resources dealing with mathematics, applied mathematics, statistics and probability.
Esperti anonimi
Inglese
Internazionale
STAMPA
277
6
1868
1957
90
Kantorovich duality; Mean field planning; Optimal transport; Superposition principle
http://www.elsevier.com/inca/publications/store/6/2/2/8/7/9/index.htt
no
3
info:eu-repo/semantics/article
262
Orrieri, C.; Porretta, Alessio; Savare, G.
1 Contributo su Rivista::1.1 Articolo in rivista
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11571/1287010
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