Optimal control of the Fokker-Planck equation under state constraints in the Wasserstein space
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Abstract (arXiv)
We analyze a problem of optimal control of the Fokker-Planck equation with state constraints in the Wasserstein space of probability measures. Our main result is to derive optimality conditions in the form of a Mean Field Game system of partial differential equations completed with an exclusion condition. As a by-product we obtain the Lipschitz regularity of optimal controls.
Key facts. Cited by 2 papers in the map (data through 7 Oct 2026). First posted on arXiv 30 Sep 2021.
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Citing papers per year: 2024: 1; 2025: 0; 2026: 1.
2 papers.