Fernanda Urrea

Pontryagin maximum principle for non-smooth state-constrained control problems over Wasserstein spaces

We study a state-constrained Bolza optimal control problem governed by a non-local continuity equation in the Wasserstein space $\sP_2(\R^d)$. We develop a Pontryagin maximum principle for these problems in which both the cost functionals and the constraints are only locally Lipschitz, and the initial measure does not...