Camilo Hernández, USC ISE

Title: The mean field Schrödinger problem: a mean field control perspective

Abstract: The mean field Schrödinger problem (MFSP) is the problem of finding the most likely path of a McKean-Vlasov type particle with constrained initial and final configurations. It was first introduced by Backhoff et al. (2020), who studied its existence and long-time behavior. This talk aims to show how ideas from mean field control theory allow us to derive new interesting results on the MFSP. In particular, we study its existence, characterization, and the so-called convergence problem. The method rests upon studying suitably penalized problems and stochastic control techniques. This talk is based on a joint work with Ludovic Tangpi (Princeton).