Viscosity Solutions for Obstacle Problems on Wasserstein Space
Author:
Affiliation:
1. CMAP, École polytechnique, 91128 Palaiseau Cedex, France.
2. Department of Mathematics, University of Southern California, Los Angeles, CA 90089-2532 USA.
Funder
Institut Louis Bachelier
National Science Foundation
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Reference24 articles.
1. Mean-field stochastic differential equations and associated PDEs
2. Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions
3. DETERMINISTIC DIFFERENTIAL GAMES UNDER PROBABILITY KNOWLEDGE OF INITIAL CONDITION
4. The Master Equation for Large Population Equilibriums
5. Probabilistic Theory of Mean Field Games with Applications II
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