Abstract
We investigate an optimal control problem with a large number of agents (possibly infinitely many). Although the dynamical system (a controlled ordinary differential equation) is of the same type for every agent, each agent may have a different control. So, the multi-agent dynamical system has two levels: a microscopic one, which concerns the control system of each agent, and a macroscopic level, which describes the evolution of the crowd of all agents. The state variable of the macroscopic system is the set of positions of the agents. In the present paper we define and study the evolution of such a global dynamical system whose solutions are called solution tubes. We also consider a minimization problem associated with the multi-agent system and we give a new characterization of the corresponding value function as the unique solution of a Hamilton-Jacobi-Bellman equation stated on the space of compact subsets of Rd.
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