State-Constrained Optimal Control Problems with Control on the Acceleration: Applications to Kinetic Mean Field Games

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Authors: Yves Achdou
Cited by: 0
References: 22

Abstract

Abstract. Relying on the careful study of a related problem in the calculus of variations, we study a class of optimal control problems in which the control lies on the acceleration, with state constraints on the position variable. In dimension 1, we find explicit formulas in the special case when the running cost is a power of the acceleration (in absolute value) and the terminal cost is zero. For more general costs and/or higher dimensions, we study the singularities of the value function. We also prove the closedness (in the [Formula: see text] topology) of the graph of the multivalued mapping, which maps a point in the state space to the set of optimal trajectories which start from this point. A consequence of the latter is the existence, under general assumptions, of relaxed equilibria for a class of kinetic mean field games with state constraints.

Fields of Study & Subjects

Stochastic processes and financial applications Optimization and Variational Analysis Geometric Analysis and Curvature Flows

Publication details

Journal / source
SIAM Journal on Control and Optimization
Volume
64
Issue
1
Pages
262–287
Publication date
13 January 2026
Language
EN