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On the Viability and Invariance of Proper Sets under Continuity Inclusions in Wasserstein Spaces

Published 24 Apr 2023 in math.OC and math.AP | (2304.11945v3)

Abstract: In this article, we derive conditions for the existence of solutions to state-constrained continuity inclusions in Wasserstein spaces whose right-hand sides may be discontinuous in time. These latter are based on a fine investigation of the infinitesimal behaviour of the underlying reachable sets, through which we show that up to a negligible set of times, every admissible velocity of a continuity inclusion can be approximately realised as the metric derivative of a solution of the dynamics, and vice versa. Building on these results, we are able to establish necessary and sufficient geometric conditions for the viability and invariance of stationary and time-dependent constraint sets which involve a suitable notion of contingent cones in Wasserstein spaces, and presented in ascending order of generality. We then close the article by exhibiting two prototypical examples of constraints sets appearing in applications for which one can compute relevant subfamilies of contingent directions.

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