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REGULARITY OF THE VALUE FUNCTION AND QUANTITATIVE PROPAGATION OF CHAOS FOR MEAN FIELD CONTROL PROBLEMS

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  • Additional Information
    • Contributors:
      CEntre de REcherches en MAthématiques de la DEcision (CEREMADE); Université Paris Dauphine-PSL; Université Paris Sciences et Lettres (PSL)-Université Paris Sciences et Lettres (PSL)-Centre National de la Recherche Scientifique (CNRS); Department of Mathematics Chicago; University of Chicago
    • Publication Information:
      CCSD
      Springer Verlag
    • Publication Date:
      2023
    • Collection:
      Université Paris-Dauphine: HAL
    • Abstract:
      International audience ; We investigate a mean field optimal control problem obtained in the limit of the optimal control of large particle systems with forcing and terminal data which are not assumed to be convex. We prove that the value function, which is known to be Lipschitz continuous but not of class C 1 , in general, without convexity, is actually smooth in an open and dense subset of the space of times and probability measures. As a consequence, we prove a new quantitative propagation of chaos-type result for the optimal solutions of the particle system starting from this open and dense set.
    • Relation:
      info:eu-repo/semantics/altIdentifier/arxiv/2204.01314; ARXIV: 2204.01314
    • Accession Number:
      10.1007/s00030-022-00823-x
    • Online Access:
      https://hal.science/hal-03628406
      https://hal.science/hal-03628406v1/document
      https://hal.science/hal-03628406v1/file/PropagChaos20220401.pdf
      https://doi.org/10.1007/s00030-022-00823-x
    • Rights:
      info:eu-repo/semantics/OpenAccess
    • Accession Number:
      edsbas.8259A38F