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- W4386114259 abstract "Mean-field control problems have received continuous interest over the last decade. Despite being more intricate than in classical optimal control, the linear-quadratic setting can still be tackled through Riccati equations. Remarkably, we demonstrate that another significant attribute extends to the mean-field case: the existence of an intrinsic reproducing kernel Hilbert space associated with the problem. Our findings reveal that this Hilbert space not only encompasses deterministic controlled push-forward mappings but can also represent of stochastic dynamics. Specifically, incorporating Brownian noise affects the deterministic kernel through a conditional expectation, to make the trajectories adapted. Introducing reproducing kernels allows us to rewrite the mean-field control problem as optimizing over a Hilbert space of trajectories rather than controls. This framework even accommodates nonlinear terminal costs, without resorting to adjoint processes or Pontryagin's maximum principle, further highlighting the versatility of the proposed methodology." @default.
- W4386114259 created "2023-08-24" @default.
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- W4386114259 date "2023-08-22" @default.
- W4386114259 modified "2023-09-27" @default.
- W4386114259 title "Reproducing kernel approach to linear quadratic mean field control problems" @default.
- W4386114259 doi "https://doi.org/10.48550/arxiv.2308.11435" @default.
- W4386114259 hasPublicationYear "2023" @default.
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