Orateur
Charles Bertucci
(Université Paris-Dauphine & CNRS)
Description
I will motivate the study of optimal control problems of systems described by positive measures, namely for optimization and large deviations of mean field systems. I will explain why the associated Hamilton-Jacobi equation plays a crucial role in these problems, as well as the main mathematical challenges it raises. I will focus in particular on the difficulties arising when trying to prove a comparison principle for such PDEs, which is the crucial step in their mathematical analysis. I will then present some results on such equations, as well as some tools that have been developed in their study that might be of independent interest.
Author
Charles Bertucci
(Université Paris-Dauphine & CNRS)