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arXiv · 2207.10126

Controlling a nonlinear Fokker-Planck equation via inputs with nonlocal action

Stefana-Lucia Anita
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Abstract

This paper concerns an optimal control problem $(P)$ related to a nonlinear Fokker-Planck equation. The problem is deeply related to a stochastic optimal control problem $(P_S)$ for a McKean-Vlasov equation. The existence of an optimal control is obtained for the deterministic problem $(P)$. The existence of an optimal control is established and necessary optimality conditions are derived for a penalized optimal control problem $(P_h)$ related to a backward Euler approximation of the nonlinear Fokker-Planck equation (with a constant discretization step $h$). Passing to the limit ($h\rightarrow 0$) one derives the necessary optimality conditions for problem $(P)$.

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Stefana-Lucia Anita. 2022-07-20. Controlling a nonlinear Fokker-Planck equation via inputs with nonlocal action. https://arxiv.org/abs/2207.10126

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