Viscosity solutions to parabolic master equations and McKean-Vlasov SDEs with closed-loop controls (Q2192745)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Viscosity solutions to parabolic master equations and McKean-Vlasov SDEs with closed-loop controls |
scientific article |
Statements
Viscosity solutions to parabolic master equations and McKean-Vlasov SDEs with closed-loop controls (English)
0 references
17 August 2020
0 references
master equation
0 references
functional Itô formula
0 references
path dependent PDEs
0 references
Wasserstein spaces
0 references
dynamic programming principle
0 references
0 references
0 references
0 references
0 references
0 references
