Mean field verification theorem (Q2048474)
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scientific article; zbMATH DE number 7379483
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean field verification theorem |
scientific article; zbMATH DE number 7379483 |
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Mean field verification theorem (English)
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6 August 2021
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This paper describes the main ideas of the verification therorem for mean field control problems. More exactly, the considered problem is the following: find a control in a feedback form for a stochastic differential equation maximizing a given payoff function. Then, the authors extend Bellman equation of stochastic control to this situation and obtain a verification theorem for a specific feedback.
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verification theorem
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mean field type control
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sufficient condition
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