Differential inclusions in Wasserstein spaces: The Cauchy-Lipschitz framework

• Published in: Journal of Differential Equations Vol. 271; pp. 594 - 637
• Main Authors: Bonnet, Benoît, Frankowska, Hélène
• Format: Journal Article
• Language: English
• Published: Elsevier Inc 15.01.2021; Elsevier
• Subjects: Analysis of PDEs; Continuity equation; Differential inclusion; Filippov theorem; Mathematics; Mean-field optimal control; Optimal transport; Optimization and Control; Probability; Relaxation and compactness of trajectories; 28B20; 49J45; Relaxation and compactness of trajectories; 34G20; 49J21; Continuity equation; Mean-field optimal control; Differential inclusion; 34A60; Optimal transport; Filippov theorem; Relaxation; Optimal Transport; Filippov Theorem; Com- pactness of Trajectories; Mean-Field Optimal Control MSC2010 Subject Classification : 28B20; Differential Inclusion; Continuity Equation
• ISSN: 0022-0396; 1090-2732
• DOI: 10.1016/j.jde.2020.08.031

In this article, we propose a general framework for the study of differential inclusions in the Wasserstein space of probability measures. Based on earlier geometric insights on the structure of continuity equations, we define solutions of differential inclusions as absolutely continuous curves whose driving velocity fields are measurable selections of multifunction taking their values in the space of vector fields. In this general setting, we prove three of the founding results of the theory of differential inclusions: Filippov's theorem, the Relaxation theorem, and the compactness of the solution sets. These contributions – which are based on novel estimates on solutions of continuity equations – are then applied to derive a new existence result for fully non-linear mean-field optimal control problems with closed-loop controls.