[HTML][HTML] On the optimal rate for the convergence problem in mean field control

S Daudin, F Delarue, J Jackson - Journal of Functional Analysis, 2024 - Elsevier
The goal of this work is to obtain (nearly) optimal rates for the convergence problem in mean
field control. Our analysis covers cases where the solutions to the limiting problem may not …

Viscosity solutions for mckean–vlasov control on a torus

HM Soner, Q Yan - SIAM Journal on Control and Optimization, 2024 - SIAM
An optimal control problem in the space of probability measures and the viscosity solutions
of the corresponding dynamic programming equations defined using the intrinsic linear …

Well-posedness of Hamilton-Jacobi equations in the Wasserstein space: non-convex Hamiltonians and common noise

S Daudin, J Jackson, B Seeger - Communications in Partial …, 2025 - Taylor & Francis
We establish the well-posedness of viscosity solutions for a class of semi-linear Hamilton-
Jacobi equations set on the space of probability measures on the torus. In particular, we …

Viscosity solutions of the eikonal equation on the wasserstein space

HM Soner, Q Yan - Applied Mathematics & Optimization, 2024 - Springer
Dynamic programming equations for mean field control problems with a separable structure
are Eikonal type equations on the Wasserstein space. Standard differentiation using linear …

A comparison principle for semilinear Hamilton–Jacobi–Bellman equations in the Wasserstein space

S Daudin, B Seeger - Calculus of Variations and Partial Differential …, 2024 - Springer
The goal of this paper is to prove a comparison principle for viscosity solutions of semilinear
Hamilton–Jacobi equations in the space of probability measures. The method involves …

Stochastic optimal transport and Hamilton–Jacobi–Bellman equations on the set of probability measures

C Bertucci - Annales de l'Institut Henri Poincaré C, 2024 - ems.press
We introduce a stochastic version of the optimal transport problem. We provide an analysis
by means of the study of the associated Hamilton–Jacobi–Bellman equation, which is set on …

Viscosity solutions for HJB equations on the process space: Application to mean field control with common noise

J Zhou, N Touzi, J Zhang - arxiv preprint arxiv:2401.04920, 2024 - arxiv.org
In this paper we investigate a path dependent optimal control problem on the process space
with both drift and volatility controls, with possibly degenerate volatility. The dynamic value …

Quantitative convergence for mean field control with common noise and degenerate idiosyncratic noise

A Cecchin, S Daudin, J Jackson, M Martini - arxiv preprint arxiv …, 2024 - arxiv.org
We consider the convergence problem in the setting of mean field control with common
noise and degenerate idiosyncratic noise. Our main results establish a rate of convergence …

Hamilton--Jacobi equations for Wasserstein controlled gradient flows: existence of viscosity solutions

G Conforti, RC Kraaij, L Tamanini, D Tonon - arxiv preprint arxiv …, 2024 - arxiv.org
This work is the third part of a program initiated in arxiv: 2111.13258, arxiv: 2302.06571
aiming at the development of an intrinsic geometric well-posedness theory for Hamilton …

Hamilton--Jacobi equations for controlled gradient flows: cylindrical test functions

G Conforti, RC Kraaij, D Tonon - arxiv preprint arxiv:2302.06571, 2023 - arxiv.org
This work is the second part of a program initiated in arxiv: 2111.13258 aiming at the
development of an intrinsic geometric well-posedness theory for Hamilton-Jacobi equations …