Abstract
In this paper we provide an extension of the Viability and Invariance Theorems in the Wasserstein metric space of probability measures with finite quadratic moments in ℝd for controlled systems of which the dynamic is bounded and Lipschitz. Then we characterize the viability and invariance kernels as the largest viability (resp. invariance) domains. As application of our result we consider an optimal control problem of Mayer type with lower semicontinuous cost function for the same controlled system with uncertainty on the initial state modeled by a probability measure. Following Frankowska, we prove using the epigraphical viability approach that the value function is the unique lower semicontinuous proximal episolution of a suitable Hamilton Jacobi equation.
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As Soulaimani, S. Viability with Probabilistic Knowledge of Initial Condition, Application to Optimal Control. Set-Valued Anal 16, 1037–1060 (2008). https://doi.org/10.1007/s11228-008-0097-5
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DOI: https://doi.org/10.1007/s11228-008-0097-5