Pubblicazioni

Autori:

Marigonda, Antonio; Quincampoix, Marc

Titolo:

Mayer control problem with probabilistic uncertainty on initial positions

Anno:

2018

Tipologia prodotto:

Articolo in Rivista

Tipologia ANVUR:

Articolo su rivista

Lingua:

Inglese

Formato:

A Stampa

Referee:

Sì

Nome rivista:

Journal of Differential Equations

ISSN Rivista:

0022-0396

N° Volume:

264

Numero o Fascicolo:

5

Editore:

Elsevier

Intervallo pagine:

3212-3252

Parole chiave:

Differential games, Optimal transport, Hamilton–Jacobi–Bellman equation

Breve descrizione dei contenuti:

In this paper we introduce and study an optimal control problem in the Mayer's form in the space of probability measures on Rn endowed with the Wasserstein distance. Our aim is to study optimality conditions when the knowledge of the initial state and velocity is subject to some uncertainty, which are modeled by a probability measure on Rd and by a vector-valued measure on Rd, respectively. We provide a characterization of the value function of such a problem as unique solution of an Hamilton-Jacobi-Bellman equation in the space of measures in a suitable viscosity sense. Some applications to a pursuit-evasion game with uncertainty in the state space is also discussed, proving the existence of a value for the game.

Pagina Web:

http://www.sciencedirect.com/science/article/pii/S0022039617306046

Id prodotto:

100085

Handle IRIS:

11562/972232

ultima modifica:

27 novembre 2022

Citazione bibliografica:

Marigonda, Antonio; Quincampoix, Marc, Mayer control problem with probabilistic uncertainty on initial positions «Journal of Differential Equations» , vol. 264 , n. 5 , 2018 , pp. 3212-3252

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