Mean field games and applications: Numerical aspects

Y Achdou, P Cardaliaguet, F Delarue, A Porretta… - Mean Field Games …, 2020 - Springer
The theory of mean field games aims at studying deterministic or stochastic differential
games (Nash equilibria) as the number of agents tends to infinity. Since very few mean field …

Turnpike properties in optimal control: An overview of discrete-time and continuous-time results

T Faulwasser, L Grüne - Handbook of numerical analysis, 2022 - Elsevier
The turnpike property refers to the phenomenon that in many optimal control problems, the
solutions for different initial conditions and varying horizons approach a neighborhood of a …

[HTML][HTML] The turnpike property in finite-dimensional nonlinear optimal control

E Trélat, E Zuazua - Journal of Differential Equations, 2015 - Elsevier
Turnpike properties have been established long time ago in finite-dimensional optimal
control problems arising in econometry. They refer to the fact that, under quite general …

Turnpike in optimal control of PDEs, ResNets, and beyond

B Geshkovski, E Zuazua - Acta Numerica, 2022 - cambridge.org
The turnpike property in contemporary macroeconomics asserts that if an economic planner
seeks to move an economy from one level of capital to another, then the most efficient path …

Asymptotic stability and transient optimality of economic MPC without terminal conditions

L Grüne, M Stieler - Journal of Process Control, 2014 - Elsevier
We consider an economic nonlinear model predictive control scheme without terminal
constraints or costs. We give conditions based on dissipativity and controllability properties …

An introduction to mean field game theory

Y Achdou, P Cardaliaguet, F Delarue, A Porretta… - Mean Field Games …, 2020 - Springer
These notes are an introduction to Mean Field Game (MFG) theory, which models differential
games involving infinitely many interacting players. We focus here on the Partial Differential …

On the relation between strict dissipativity and turnpike properties

L Grüne, MA Müller - Systems & Control Letters, 2016 - Elsevier
For discrete time nonlinear systems we study the relation between strict dissipativity and so
called turnpike-like behavior in optimal control. Under appropriate controllability …

An exponential turnpike theorem for dissipative discrete time optimal control problems

T Damm, L Grune, M Stieler, K Worthmann - SIAM Journal on Control and …, 2014 - SIAM
We investigate the exponential turnpike property for finite horizon undiscounted discrete
time optimal control problems without any terminal constraints. Considering a class of strictly …

[HTML][HTML] Exponential sensitivity and turnpike analysis for linear quadratic optimal control of general evolution equations

L Grüne, M Schaller, A Schiela - Journal of Differential Equations, 2020 - Elsevier
We analyze the sensitivity of linear quadratic optimal control problems governed by general
evolution equations with bounded or admissible control operator. We show, that if the …

Steady-state and periodic exponential turnpike property for optimal control problems in Hilbert spaces

E Trélat, C Zhang, E Zuazua - SIAM Journal on Control and Optimization, 2018 - SIAM
In this work, we study the steady-state (or periodic) exponential turnpike property of optimal
control problems in Hilbert spaces. The turnpike property, which is essentially due to the …