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A PONTRYAGIN MAXIMUM PRINCIPLE FOR STATE-CONSTRAINED CONTROL PROBLEMS IN WASSERSTEIN SPACES

  • INSA Rouen Normandie

Research output: Contribution to journalArticlepeer-review

Abstract

We develop necessary optimality conditions in the form of a Pontryagin maximum principle for a Bolza optimal control problem, where the dynamics are governed by a nonlocal continuity equation, and the problem includes pointwise state constraints. To derive the main result, we combine diffusive perturbations of the control with classical variational techniques, such as Ekeland's variational principle. Particular attention is given to the interplay between the nonlocal nature of the dynamics and the structure of the state constraints, requiring a careful adaptation of traditional methods.

Original languageEnglish
Pages (from-to)2369-2393
Number of pages25
JournalSIAM Journal on Control and Optimization
Volume64
Issue number4
DOIs
Publication statusPublished - 1 Jan 2026
Externally publishedYes

Keywords

  • continuity equation
  • point-wise state constraints
  • Pontryagin maximum principle
  • Wasserstein spaces

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