Solutions to Hamilton-Jacobi equation on a Wasserstein space (Q2667172)

In the presented work, the authors study a Hamilton-Jacobi equation associated to the Mayer optimal control problem in the Wasserstein space \(P_2(\mathbb{R}^{d})\) of probability measures, and define its solutions in terms of the Hadamard generalized differentials. It is established that the continuous solutions are unique whenever the solutions are defined on explicitly described time dependent compact valued tubes of probability measures. They also prove some viability and invariance theorems in the Wasserstein space and discuss a new notion of proximal normal, introduced by them.