English

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 Γ\Gamma-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

R2 v1 2026-06-28T22:01:32.300Z