A Pontryagin Maximum Principle in Wasserstein spaces for constrained optimal control problems
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Publication:5107957
DOI10.1051/cocv/2019044zbMath1442.49025arXiv1810.13117OpenAlexW3098823650WikidataQ127495727 ScholiaQ127495727MaRDI QIDQ5107957
Publication date: 29 April 2020
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.13117
state constraintsprobability measuresPontryagin maximum principleWasserstein spacesneedle-like variationsmetric differential calculustransport equation with non-local velocity
Optimality conditions for problems involving partial differential equations (49K20) Nonsmooth analysis (49J52) Optimality conditions for problems involving randomness (49K45) Optimality conditions for problems in abstract spaces (49K27) Applications of variational problems to control theory (58E25)
Related Items (15)
Necessary optimality conditions for optimal control problems in Wasserstein spaces ⋮ Impulsive control of nonlocal transport equations ⋮ Optimal control of nonlocal continuity equations: numerical solution ⋮ Dynamical Systems and Hamilton–Jacobi–Bellman Equations on the Wasserstein Space and their L2 Representations ⋮ Mean-Field Sparse Optimal Control of Systems with Additive White Noise ⋮ Vanishing viscosity in mean-field optimal control ⋮ Optimal control of the Fokker-Planck equation under state constraints in the Wasserstein space ⋮ A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection ⋮ Pontryagin's maximum principle and indirect descent method for optimal impulsive control of nonlocal transport equation ⋮ Differential inclusions in Wasserstein spaces: the Cauchy-Lipschitz framework ⋮ Minimal time for the continuity equation controlled by a localized perturbation of the velocity vector field ⋮ On the Lebesgue measure of the boundary of the evoluted set ⋮ Semiconcavity and sensitivity analysis in mean-field optimal control and applications ⋮ Intrinsic Lipschitz Regularity of Mean-Field Optimal Controls ⋮ A measure theoretical approach to the mean-field maximum principle for training NeurODEs
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