|Publication ahead of print|
|Published online||26 January 2018|
1 Department of Mathematical Sciences, Rutgers University – Camden, 311 N. 5th Street Camden, NJ 08102, USA.
2 Department of Computer Science, University of Verona, Strada Le Grazie 15, 37134 Verona, Italy.
Corresponding author: firstname.lastname@example.org
Received: 8 February 2017
Revised: 3 August 2017
Accepted: 30 August 2017
We introduce a time-optimal control theory in the space M+(Rd) of positive and finite Borel measures. We prove some natural results, such as a dynamic programming principle, the existence of optimal trajectories, regularity results and an HJB equation for the value function in this infinite-dimensional setting. The main tool used is the superposition principle (by Ambrosio–Gigli–Savaré) which allows to represent the trajectory in the space of measures as weighted superposition of classical characteristic curves in Rd.
Mathematics Subject Classification: 34A60 / 49J15
Key words: Time-optimal control / dynamic programming / optimal transport / differential inclusions / multi-agent systems
The first two authors have been supported by INdAM - GNAMPA Project 2016: Stochastic Partial Differential Equations and Stochastic Optimal Transport with Applications to Mathematical Finance.
© EDP Sciences, SMAI 2018
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