[Dottorcomp] Seminari di Matematica Applicata. Giovedì 13 ottobre. Francesco Solombrino.

[Stefano Lisini]

Seminari di Matematica Applicata, Dipartimento di Matematica "F. Casorati"
e Istituto del CNR IMATI "E. Magenes" di Pavia.

Giovedì 13 ottobre 2022, alle ore 15.00 precise, presso l'aula Beltrami del
Dipartimento di Matematica,

Francesco Solombrino (Università di Napoli “Federico II”)terrà un seminario
dal titolo:

Mean field sparse optimal control of systems with additive white noise.

Il seminario verrà anche trasmesso in diretta su zoom al link

https://us02web.zoom.us/j/87518137128?pwd=eHg2eG9QZUdydFJEU1NESWN5a1lPQT09

ID riunione: 875 1813 7128
Passcode: 880047

Abstract.

We analyze the problem of controlling a multi-agent system with additive
white noise through parsimonious interventions on a selected subset of the
agents (leaders). For such a controlled system with a SDE constraint, we
introduce a rigorous limit process towards an infinite dimensional optimal
control problem constrained by the coupling of a system of ODE for the
leaders with a McKean-Vlasov-type SDE, governing the dynamics of the
prototypical follower. The latter is, under some assumptions on the
distribution of the initial data, equivalent to a (nonlinear parabolic)
PDE-ODE system. The derivation of the limit mean-field optimal control
problem is achieved by linking the mean-field limit of the governing
equations together with the Gamma-limit of the cost functionals for the
finite dimensional problems.

This is a joint work with D. Castorina and G. Ascione.
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Pagina web dei Seminari di Matematica Applicata
https://matematica.unipv.it/ricerca/cicli-di-seminari/seminari-di-matematica-applicata/
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