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A study of generalization of stochastic optimal transportation problems and mean field games

Research Project

Project/Area Number 26400136
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Basic analysis
Research InstitutionTsuda University

Principal Investigator

Mikami Toshio  津田塾大学, 学芸学部, 教授 (70229657)

Project Period (FY) 2014-04-01 – 2019-03-31
Project Status Completed (Fiscal Year 2018)
Budget Amount *help
¥4,940,000 (Direct Cost: ¥3,800,000、Indirect Cost: ¥1,140,000)
Fiscal Year 2018: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2017: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2016: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2015: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2014: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Keywords確率最適輸送問題 / Schrodinger汎関数方程式 / 平均場偏微分方程式 / モーメント確率測度 / Master方程式 / Witzenhausen問題 / Schrodingerの汎関数方程式 / 調和過程 / Gateaux 微分 / 直積測度
Outline of Final Research Achievements

We gave a sufficient condition under which stochastic optimal transportation problem is finite.
Suppose that S is a sigma compact metric space and the space of all probability measures on S is endowed with the strong topology. Then we proved the continuity and Borel measurability of the solution to Schrodinger’s functional equation with respect to marginal distributions and a kernel function, provided S is compact and noncompact respectively. Suppose, in addition, that S is complete and separable and that S is endowed with the weak topology instead. Then we proved the continuity of the solution. As an application, we constructed a convex function of which the moment probability measure is a give probability measure.

Academic Significance and Societal Importance of the Research Achievements

確率最適輸送問題が有限であるための十分条件を与えたことにより、確率最適輸送理論の基礎が完成した。
調和経路過程を平均場ゲーム理論の枠組みで研究できることを示した。特に、それにより、確率最適輸送問題とその一般化を平均場ゲーム理論の枠組みで発展させることができる可能性を示せた。また、Schrodinger汎関数方程式の滑らかさの研究とその応用を示すことにより、確率最適輸送問題を確率測度空間上の汎関数方程式の問題として発展しうる可能性も出てきた。

Report

(6 results)
  • 2018 Annual Research Report   Final Research Report ( PDF )
  • 2017 Research-status Report
  • 2016 Research-status Report
  • 2015 Research-status Report
  • 2014 Research-status Report
  • Research Products

    (23 results)

All 2019 2018 2017 2016 2015 2014 Other

All Int'l Joint Research (3 results) Journal Article (3 results) (of which Peer Reviewed: 2 results,  Open Access: 1 results) Presentation (15 results) (of which Int'l Joint Research: 7 results,  Invited: 11 results) Remarks (1 results) Funded Workshop (1 results)

  • [Int'l Joint Research] The University of Kansas(米国)

    • Related Report
      2018 Annual Research Report
  • [Int'l Joint Research] University of Kansas(米国)

    • Related Report
      2017 Research-status Report
  • [Int'l Joint Research] University of Kansas(米国)

    • Related Report
      2015 Research-status Report
  • [Journal Article] Regularity of Schrodinger's functional equation and mean field PDEs for h-path processes2019

    • Author(s)
      Toshio Mikami
    • Journal Title

      Osaka Journal of Mathematics

      Volume: 56

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Two end points marginal problem by stochastic optimal transportation2015

    • Author(s)
      Toshio Mikami
    • Journal Title

      SIAM J. Control Optim.

      Volume: 53 Issue: 4 Pages: 2449-2461

    • DOI

      10.1137/14099070x

    • Related Report
      2015 Research-status Report
    • Peer Reviewed
  • [Journal Article] 確率最適輸送問題の2点確率境界値問題への応用2015

    • Author(s)
      T.Mikami
    • Journal Title

      理論応用力学講演会 講演論文集, 第63回理論応用力学講演会

      Volume: 63

    • NAID

      130005477937

    • Related Report
      2014 Research-status Report
    • Open Access
  • [Presentation] Regularity of Schrodinger’s functional equation (tentative)2019

    • Author(s)
      三上敏夫
    • Organizer
      New trends in Hamilton-Jacobi: PDE, Control, Dynamical Systems and Geometry, Fudan Univeristy, Shanghai, China, July 1-6, 2019
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Regularity of Schrodinger’s functional equation2019

    • Author(s)
      三上敏夫
    • Organizer
      Equadiff 2019 Leiden University, Leiden , Netherlands, July 8-12, 2019
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Regularity of Schrodinger’s functional equation in the weak topology and its applications2018

    • Author(s)
      三上敏夫
    • Organizer
      The tenth meeting on Probability and PDE, July 19 - July 20, 2018, Tsuda University
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Measurability of Schrodinger’s functional equation and the mean field PDEs2017

    • Author(s)
      Toshio Mikami
    • Organizer
      2017 IMS-China International Conference on Statistics and Probability
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Regularity of Schrodinger’s functional equation2017

    • Author(s)
      Toshio Mikami
    • Organizer
      Colloquia and Semi- nars, Institute of Applied Math, Academy of Mathematics and System Science, Chinese Academy of Science, Beijing, China
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] 確率最適輸送問題ー力学における E. Schrodinger の確率論的問題のある一般化ー2017

    • Author(s)
      三上敏夫
    • Organizer
      日本数学会秋季総合分科会
    • Related Report
      2017 Research-status Report
    • Invited
  • [Presentation] シュレディンガーの問題に関する平均場マスター方程式について2017

    • Author(s)
      三上敏夫
    • Organizer
      ディリクレ形式と対称マルコフ過程
    • Related Report
      2017 Research-status Report
    • Invited
  • [Presentation] A survey of stochastic optimal transportation problem, Geometry of solutions of PDE’s and its related inverse problems2016

    • Author(s)
      Toshio Mikami
    • Organizer
      A conference in honor of Professor Shigeru Sakaguchi’s sixtieth birthday
    • Place of Presentation
      Aoba Science Hall 2nd floor, Science Complex C, Tohoku University
    • Year and Date
      2016-10-05
    • Related Report
      2016 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] 確率最適輸送問題とその関連する話題について2016

    • Author(s)
      Toshio Mikami
    • Organizer
      広島―岡山 解析・確率論セミナー
    • Place of Presentation
      広島大学工学研究院
    • Year and Date
      2016-02-22
    • Related Report
      2015 Research-status Report
  • [Presentation] A remark on the asymptotic bahaviors of empirical distribution functions2016

    • Author(s)
      Toshio Mikami
    • Organizer
      マルコフ過程とその周辺
    • Place of Presentation
      ヴェルク横須賀
    • Year and Date
      2016-01-09
    • Related Report
      2015 Research-status Report
  • [Presentation] 確率最適輸送問題について2016

    • Author(s)
      三上敏夫
    • Organizer
      東京理科大学理工学部数学教室談話会
    • Place of Presentation
      東京理科大学理工学部
    • Related Report
      2016 Research-status Report
    • Invited
  • [Presentation] Two end points boundary value problems on stochastic optimal transportation and Fokker-Planck equation2015

    • Author(s)
      Toshio Mikami
    • Organizer
      SIAM Conference on Control and Its Applications
    • Place of Presentation
      Maison de la Mutualite, Paris, France
    • Year and Date
      2015-07-08
    • Related Report
      2015 Research-status Report 2014 Research-status Report
    • Int'l Joint Research
  • [Presentation] Reachability of the Fokker-Planck Equation2014

    • Author(s)
      T. Mikami
    • Organizer
      第 12 回浜松偏微分方程式 研究集会
    • Place of Presentation
      静岡大学工学部
    • Year and Date
      2014-12-23 – 2014-12-24
    • Related Report
      2014 Research-status Report
    • Invited
  • [Presentation] 双対定理による確率最適輸送問題の周辺分布問題への応用2014

    • Author(s)
      T. Mikami
    • Organizer
      HE NINTH MEETING ON PROBABILITY AND PDE
    • Place of Presentation
      津田塾大学
    • Year and Date
      2014-11-13 – 2014-11-14
    • Related Report
      2014 Research-status Report
    • Invited
  • [Presentation] 確率最適輸送問題の2点確率境界値問題への応用2014

    • Author(s)
      T. Mikami
    • Organizer
      第63回理論応用力学講演会
    • Place of Presentation
      東京工業大学
    • Year and Date
      2014-09-26 – 2014-09-28
    • Related Report
      2014 Research-status Report
    • Invited
  • [Remarks] Research

    • URL

      http://edu.tsuda.ac.jp/~t.mikami/Research.html

    • Related Report
      2015 Research-status Report
  • [Funded Workshop] The tenth meeting on Probability and PDE, July 19 - July 20, 2018, Tsuda University, Kodaira, Japan2018

    • Related Report
      2018 Annual Research Report

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Published: 2014-04-04   Modified: 2023-07-20  

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