| Autor: |
JIMENEZ, CHLOÉ, MARIGONDA, ANTONIO, QUINCAMPOIX, MARC |
| Předmět: |
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| Zdroj: |
SIAM Journal on Mathematical Analysis; 2023, Vol. 55 Issue 5, p5919-5966, 48p |
| Abstrakt: |
Several optimal control problems in Rd, like systems with uncertainty, control of flock dynamics, or control of multiagent systems, can be naturally formulated in the space of probability measures in Rd. This leads to the study of dynamics and viscosity solutions to the Hamilton--Jacobi--Bellman equation satisfied by the value functions of those control problems, both stated in the Wasserstein space of probability measures. Since this space can be also viewed as the set of the laws of random variables in a suitable L² space, the main aim of the paper is to study such control systems in the Wasserstein space and to investigate the relations between dynamical systems in Wasserstein space and their representations by dynamical systems in L², both from the points of view of trajectories and of (first-order) Hamilton--Jacobi--Bellman equations. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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