Finite Dimensional Approximations of Hamilton--Jacobi--Bellman Equations in Spaces of Probability Measures (Q5855625)
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scientific article; zbMATH DE number 7326321
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite Dimensional Approximations of Hamilton--Jacobi--Bellman Equations in Spaces of Probability Measures |
scientific article; zbMATH DE number 7326321 |
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Finite Dimensional Approximations of Hamilton--Jacobi--Bellman Equations in Spaces of Probability Measures (English)
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19 March 2021
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Hamilton-Jacobi-Bellman equations in infinite dimension
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viscosity solutions
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mean field control
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master equation
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Wasserstein space
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Wasserstein gradient
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Wasserstein Laplacian
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