Search     italianoITA    
Home » Eventi


Search string Reset
5 Marzo, 2024 15:00
Sezione di Analisi

A Minimality Property of the Value Function in Optimal Control over the Wasserstein Space

Cristopher Hermosilla, Universidad Técnica Federico Santa María, Valparaíso - CHILE
Aula seminari - III piano

In this talk we study an optimal control problem with (possibly) unbounded terminal cost in the space of Borel probability measures with finite second moment. We consider the metric geometry associated with the Wasserstein distance, and a suitable weak topology rendering this space locally compact. In this setting, we show that the value function of a control problem is the minimal viscosity supersolution of an appropriate Hamilton-Jacobi-Bellman equation. Additionally, if the terminal cost is bounded and continuous, we show that the value function is the unique viscosity solution of the HJB equation.