Krasovskii–Subbotin Approach to Mean Field Type Differential Games

Author:

Averboukh YuriiORCID

Funder

Russian Science Foundation

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Computational Theory and Mathematics,Computer Graphics and Computer-Aided Design,Computer Science Applications,Statistics and Probability,Economics and Econometrics

Reference41 articles.

1. Ahmed N, Ding X (2001) Controlled McKean–Vlasov equation. Commun Appl Anal 5:183–206

2. Ambrosio L, Gigli N, Savaré G (2005) Gradient flows: in metric spaces and in the space of probability measures. Lectures in mathematics. ETH Zurich, Basel

3. Andersson D, Djehiche B (2011) A maximum principle for SDEs of mean-field type. Appl Math Optim 63(3):341–356

4. Bardi M, Capuzzo-Dolcetta I (1996) Optimal control and viscosity solutions of Hamilton–Jacobi–Bellman equations. Birkhäuser, Basel

5. Bayraktar E, Cosso A, Pham H (2018) Randomized dynamic programming principle and Feynman–Kac representation for optimal control of McKean–Vlasov dynamics. Trans Am Math Soc 370:2115–2160

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