A Tikhonov Theorem for McKean–Vlasov Two-Scale Systems and a New Application to Mean Field Optimal Control Problems-Reference-Cited by-同舟云学术

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A Tikhonov Theorem for McKean–Vlasov Two-Scale Systems and a New Application to Mean Field Optimal Control Problems

Published:2024-09-04 Issue:5 Volume:62 Page:2475-2505
ISSN:0363-0129
Container-title:SIAM Journal on Control and Optimization
language:en
Short-container-title:SIAM J. Control Optim.

Author:

Burzoni Matteo¹^ORCID,Cecchin Alekos²^ORCID,Cosso Andrea¹

Affiliation:

1. Dipartimento di Matematica “Federigo Enriques,” Università degli Studi di Milano, 20133 Milano, Italy.

2. Dipartimento di Matematica “Tullio Levi-Civita,” Università degli Studi di Padova, 35121 Padova, Italy.

Funder

Gruppo Nazionale per l’Analisi Matematica, la Probabilità e le loro Applicazioni

Ministero dell’Istruzione, dell’Università e della Ricerca

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Reference23 articles.

1. Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective

2. Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function

3. Constrained BSDEs Driven by a Non-Quasi-Left-Continuous Random Measure and Optimal Control of PDMPs on Bounded Domains

4. BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions

5. Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach

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