Finite Dimensional Approximations of Hamilton–Jacobi–Bellman Equations for Stochastic Particle Systems with Common Noise
Author:
Affiliation:
1. Euler International Mathematics Institute, St. Petersburg, Russia.
2. Georgia Institute of Technology, Atlanta, GA 30332 USA.
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Reference65 articles.
1. On a class of first order Hamilton–Jacobi equations in metric spaces
2. Lattice approximations of the first-order mean field type differential games
3. Solutions to Hamilton–Jacobi equation on a Wasserstein space
4. Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem
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