A Pontryagin Maximum Principle in Wasserstein Spaces for Constrained Optimal Control Problems

Abstract : In this paper, we prove a Pontryagin Maximum Principle for constrained optimal control problems in the Wasserstein space of probability measures. The dynamics, is described by a transport equation with non-local velocities and is subject to end-point and running state constraints. Building on our previous work, we combine the classical method of needle-variations from geometric control theory and the metric differential structure of the Wasserstein spaces to obtain a maximum principle stated in the so-called Gamkrelidze form.
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https://hal.archives-ouvertes.fr/hal-01937106
Contributor : Benoît Bonnet <>
Submitted on : Monday, August 5, 2019 - 8:32:59 AM
Last modification on : Tuesday, August 6, 2019 - 1:16:37 AM

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Benoît Bonnet. A Pontryagin Maximum Principle in Wasserstein Spaces for Constrained Optimal Control Problems. 2019. ⟨hal-01937106v5⟩

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