Turnpike property for hierarchical optimal control problems: from particle systems to hydrodynamic equations

Abstract: This work is concerned with a hierarchical framework of optimal control problems connecting interacting particle systems, the mean field limit equations, and associated hydrodynamic models. By assuming the existence of solutions, we establish the exponential turnpike property for each level of the hierarchy, showing that optimal trajectories remain close to the associated steady states over long time horizons. The results demonstrate that the exponential turnpike behavior persists consistently across scales, providing a unified connection between microscopic, kinetic, and macroscopic optimal control frameworks.