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 24 Nov 2017

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Submitted Paper

Inserted: 24 nov 2017
Last Updated: 24 nov 2017

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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