Calculus of Variations and Geometric Measure Theory
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B. Bonnet - F. Rossi

The Pontryagin Maximum Principle in the Wasserstein Space

created by bonnet on 07 Mar 2018

[BibTeX]

preprint

Inserted: 7 mar 2018

Year: 2017

ArXiv: 1711.07667 PDF

Abstract:

We prove a Pontryagin Maximum Principle for optimal control problems in the space of probability measures, where the dynamics is given by a transport equation with non-local velocity. We formulate this first-order optimality condition using the formalism of subdifferential calculus in Wasserstein spaces. We show that the geometric approach based on needle variations and on the evolution of the covector (here replaced by the evolution of a mesure on the dual space) can be translated into this formalism.

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