Mean-field sparse optimal control

We introduce the rigorous limit process connecting finite dimensional sparse optimal control problems with ODE constraints, modeling parsimonious interventions on the dynamics of a moving population divided into leaders and followers, to an infinite dimensional optimal control problem with a constraint given by a system of ODE for the leaders coupled with a PDE of Vlasov-type, governing the dynamics of the probability distribution of the followers. In the classical mean-field theory one studies the behavior of a large number of small individuals freely interacting with each other, by simplifying the effect of all the other individuals on any given individual by a single aver-aged effect. In this paper we address instead the situation where the leaders are actually influenced also by an external policy maker, and we propagate its effect for the number N of followers going to infinity. The technical derivation of the sparse mean-field optimal control is realized by the si-multaneous development of the mean-field limit of the equations governing the followers dynamic