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math.OC2021★ 4 cited
Vanishing viscosity in mean-field optimal control
Gennaro Ciampa, Francesco Rossi
We show the existence of Lipschitz-in-space optimal controls for a class of mean-field control problems with dynamics given by a non-local continuity equation. The proof relies on…
math.OC2021★ 1 cited
Vanishing viscosity for linear-quadratic mean-field control problems
Gennaro Ciampa, Francesco Rossi
We consider a mean-field control problem with linear dynamics and quadratic control. We apply the vanishing viscosity method: we add a (regularizing) heat diffusion with a small vi…