Time-optimal Control Problems in the Space of Measures

The thesis deals with the study of a natural extension of classical finite-dimensional time-optimal control problem to the space of positive Borel measures. This approach has two main motivations: to model real-life situations in which the knowledge of the initial state is only probabilistic, and to model the statistical distribution of a huge number of agents for applications in multi-agent systems.
We deal with a deterministic dynamics and treat the problem first in a mass-preserving setting: we give a definition of generalized target, its properties, admissible trajectories and generalized minimum time function, we prove a Dynamic Programming Principle, attainability results, regularity results and a Hamilton-Jacobi-Bellman equation solved in a suitable viscosity sense by the generalized minimum time function, and finally we study the definition of an object intended to reflect the classical Lie bracket but in a measure-theoretic setting.
We also treat a case with mass loss thought for modelling the situation in which we are interested in the study of an averaged cost functional and a strongly invariant target set.
Also more general cost functionals are analysed which take into account microscopical and macroscopical effects, and we prove sufficient conditions ensuring their lower semicontinuity and a Dynamic Programming Principle in a general formulation.

The seminar will be given during the first of the hour slot of Optimization, from 13,30 to 14,30 in room F.