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math.OC2021
Variance Optimization and Control Regularity for Mean-Field Dynamics
Benoît Bonnet, Francesco Rossi
We study a family of optimal control problems in which one aims at minimizing a cost that mixes a quadratic control penalization and the variance of the system, both for finitely m…
math.OC2021
Necessary Optimality Conditions for Optimal Control Problems in Wasserstein Spaces
Benoît Bonnet, Hélène Frankowska
In this article, we derive first-order necessary optimality conditions for a constrained optimal control problem formulated in the Wasserstein space of probability measures. To thi…