Mean field verification theorem

DOI10.4310/CIS.2021.V21.N2.A4zbMath1496.49019OpenAlexW3171686124MaRDI QIDQ2048474

Joohyun Kim, Zhongfeng Yan, SingRu (Celine) Hoe, Alain Bensoussan

Publication date: 6 August 2021

Published in: Communications in Information and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/cis.2021.v21.n2.a4

zbMATH Keywords

sufficient conditionverification theoremmean field type control

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal feedback synthesis (49N35) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45) Mean field games and control (49N80)

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