This paper applies mean field game theory to dynamic demand management. For a large population of electrical heating or cooling appliances (called agents), we provide a mean field game that guarantees desynchronization of the agents thus improving the power network resilience. Second, for the game at hand, we exhibit a mean field equilibrium, where each agent adopts a bang-bang switching control with threshold placed at a nominal temperature. At the equilibrium, through an opportune design of the terminal penalty, the switching control regulates the mean temperature (computed over the population) and the mains frequency around the nominal value. To overcome Zeno phenomena we also adjust the bang-bang control by introducing a thermostat. Third, we show that the equilibrium is stable in the sense that all agents' states, initially at different values, converge to the equilibrium value or remain confined within a given interval for an opportune initial distribution.
Art heritage cities are popular tourist destinations but for many of them overcrowding is becoming an issue. In this paper, we address the problem of modeling and analytically studying the flow of tourists along the narrow alleys of the historic center of a heritage city. We initially present a mean field game model, where both continuous and switching decisional variables are introduced to respectively describe the position of a tourist and the point of interest that it may visit. We prove the existence of a mean field game equilibrium. A mean field game equilibrium is Nash-type equilibrium in the case of infinitely many players. Then, we study an optimization problem for an external controller who aims to induce a suitable mean field game equilibrium.Keywords Tourist flow optimal control · mean field games · switching variables · dynamics on networks Mathematics Subject Classification (2010) 91A13 · 49L20 · 90B20 · 91A80
We study the singular perturbation of optimal control problems for nonlinear systems with constraints on the fast state variables and a cost functional either of Bolza type or involving the exit time of the system from a given domain. Under a controllability assumption on the fast variables, we show that these variables become controls in the limit problem. Our method consists of passing to the limit in the associated Hamilton-Jacobi-Bellman (HJB) equations by means of some tools in the theory of viscosity solutions.
We study an infinite horizon optimal control problem for a system with two state variables. One of them has the evolution governed by a controlled ordinary differential equation and the other one is related to the latter by a hysteresis relation, represented here by either a play operator or a Prandtl-Ishlinskii operator. By dynamic programming, we derive the corresponding (discontinuous) first order Hamilton-Jacobi equation, which in the first case is of finite dimension and in the second case is of infinite dimension. In both cases we prove that the value function is the only bounded uniformly continuous viscosity solution of the equation.2000 Mathematics Subject Classification: 47J40, 49J15, 49L20, 49L25.
In this paper we investigate different strategies to overcome the scallop theorem. We will show how to obtain a net motion exploiting the fluid's type change during a periodic deformation. We are interested in two different models: in the first one that change is linked to the magnitude of the opening and closing velocity. Instead, in the second one it is related to the sign of the above velocity. An interesting feature of the latter model is the introduction of a delay-switching rule through a thermostat. We remark that the latter is fundamental in order to get both forward and backward motion.
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