Optimal continuous-singular control of stochastic McKean-Vlasov system in Wasserstein space of probability measures

zbMath1502.49020MaRDI QIDQ2103058

Samira Boukaf, Lina Guenane, Mokhtar Hafayed

Publication date: 13 December 2022

Published in: International Journal of Dynamical Systems and Differential Equations (Search for Journal in Brave)

Full work available at URL: https://www.inderscienceonline.com/doi/10.1504/IJDSDE.2022.126543

zbMATH Keywords

maximum principleprobability lawMcKean-Vlasov stochastic systemoptimal continuous-singular controlWasserstein space of probability measures

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimality conditions for problems involving randomness (49K45) Existence of optimal solutions to problems involving randomness (49J55)

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