Time-optimal problem in the space of probabilities measures
Analysis of PDEs
2026-03-03 v2 Optimization and Control
Probability
Abstract
This paper focuses on the value function in the time-optimal problem for a continuity equation in the space of probability measures. We derive the dynamic programming principle for this problem. In particular, we prove that the Kruzhkov transform of the value function is a unique discontinuous viscosity solution to the corresponding Dirichlet problem for the Hamilton-Jacobi equation. Finally, we establish the -convergence of the value function in a perturbed problem to the value function in the unperturbed problem.
Cite
@article{arxiv.2502.20871,
title = {Time-optimal problem in the space of probabilities measures},
author = {Yurii Averboukh and Ekaterina Kolpakova},
journal= {arXiv preprint arXiv:2502.20871},
year = {2026}
}
Comments
36 pages