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Intrinsic Lipschitz Regularity of Mean-Field Optimal Controls

math.OC · 2019-08-12 · conditional · novelty 7.0

Optimal controls of mean-field continuity equations are shown to be intrinsically Lipschitz in space when the control cost is sufficiently strongly convex, via uniform coercivity in Wasserstein calculus.

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  • Intrinsic Lipschitz Regularity of Mean-Field Optimal Controls math.OC · 2019-08-12 · conditional · none · ref 3

    Optimal controls of mean-field continuity equations are shown to be intrinsically Lipschitz in space when the control cost is sufficiently strongly convex, via uniform coercivity in Wasserstein calculus.