Random Lifting of Set-Valued Maps

In this paper we discuss the properties of particular set-valued maps in the space of probability measures on a finite-dimensional space that are con- structed by mean of a suitable lift of set-valued map in the underlying space. In particular, we are interested to establish under which conditions some good regularity properties of the original set-valued map are inherited by the lifted one. The main motivation for the study is represented by multi-agent systems, i.e., finite-dimensional systems where the number of (microscopic) agents is so large that only macroscopical description are actually available. The macroscop- ical behaviour is thus expressed by the superposition of the behaviours of the microscopic agents. Using the common description of the state of a multi-agent system by mean of a time-dependent probability measure, expressing the fraction of agents contained in a region at a given time moment, the results of this paper yield regularity results for the macroscopical behaviour of the system.