Viscosity Solutions for McKean–Vlasov Control on a Torus
Author:
Affiliation:
1. Department of Operations Research and Financial Engineering, Princeton University, Princeton, NJ 08540 USA.
2. Program in Applied and Computational Mathematics, Princeton University, Princeton, NJ 08540 USA.
Funder
National Science Foundation
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Reference21 articles.
1. Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem
2. Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics
3. Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions
4. Probabilistic Theory of Mean Field Games with Applications II
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1. On the optimal rate for the convergence problem in mean field control;Journal of Functional Analysis;2024-12
2. Viscosity Solutions of the Eikonal Equation on the Wasserstein Space;Applied Mathematics & Optimization;2024-05-27
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