Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension (Q6165243)

scientific article; zbMATH DE number 7720494

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English	Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension	scientific article; zbMATH DE number 7720494

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instance of

scholarly article

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title

Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension (English)

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The Annals of Applied Probability

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publication date

31 July 2023

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full work available at URL

https://arxiv.org/abs/2012.14772

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https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/Optimal-control-of-path-dependent-McKeanVlasov-SDEs-in-infinite-dimension/10.1214/22-AAP1880.full

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zbMATH Keywords

dynamic programming principle

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functional Itô calculus

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master Bellman equation

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path-dependent McKean-Vlasov SDEs in Hilbert space

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pathwise measure derivative

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viscosity solutions

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MaRDI profile type

MaRDI publication profile

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Mathematics(1 entry)

mardi Publication:6165243