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 16 Maggio, 2024  15:00
Sezione di Analisi

Well-posedness results for Kolmogorov equations with applications to mean-field control problems for multi-agent systems

 Francesca Anceschi, Università Politecnica delle Marche
 Aula Seminari - III Piano
Abstract

In this talk, based on a joint project with G. Ascione, D. Castorina and F. Solombrino, we discuss some well-posedness results for Kolmogorov-Fokker-Planck equations with measurable coefficients in time and locally Holder continuous coefficients in space with possibly unbounded drift terms and their application to the study of particle systems of the second order whose prototypical agent is driven by a McKean-Vlasov SDE, or by a Vlasov-Fokker-Planck PDE.