Compatibility of state constraints and dynamics for multiagent control systems

This study concerns the problem of compatibility of state constraints with a multiagent control system. Such a system deals with a number of agents so large that only a statistical description is available. For this reason, the state variable is described by a probability measure on R^d representing the density of the agents and evolving according to the so-called continuity equation which is an equation stated in the Wasserstein space of probability measures. The aim of the paper is to provide a necessary and sufficient condition for a given constraint (a closed subset of the Wasserstein space) to be compatible with the controlled continuity equation. This new condition is characterized in a viscosity sense as follows: the distance function to the constraint set is a viscosity supersolution of a suitable Hamilton–Jacobi–Bellman equation stated on the Wasserstein space. As a byproduct and key ingredient of our approach, we obtain a new comparison theorem for evolutionary Hamilton–Jacobi equations in the Wasserstein space.