Mean-Field Optimal Control of Continuity Equations and Differential Inclusions

Abstract

In this article, we propose a new unifying framework for the investigation of multi-agent control problems in the mean-field setting. Our approach is based on a new definition of differential inclusions for continuity equations formulated in the Wasserstein spaces of optimal transport. The latter allows to extend several known results of the classical theory of differential inclusions, and to prove an exact correspondence between solutions of differential inclusions and control systems. We show its appropriateness on an example of leader-follower evacuation problem.