A Pontryagin Maximum Principle in Wasserstein spaces for constrained optimal control problems
2019 ◽
Vol 25
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pp. 52
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Keyword(s):
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 which are affine in the control, 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 formulated in the so-called Gamkrelidze form.
2015 ◽
Vol 206
(4)
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pp. 348-356
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2004 ◽
Vol 43
(3)
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pp. 1094-1119
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2019 ◽
Vol 184
(3)
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pp. 697-723
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2013 ◽
Vol 37
(11)
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pp. 1668-1686
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2015 ◽
Vol 167
(1)
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pp. 27-48
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A new approach to the Pontryagin maximum principle for nonlinear fractional optimal control problems
2016 ◽
Vol 39
(13)
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pp. 3640-3649
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2020 ◽
Vol 76
(2)
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pp. 499-533
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2012 ◽
Vol 48
(12)
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pp. 1586-1595
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