Compactification in optimal control of McKean‐Vlasov stochastic differential equations

DOI10.1002/OCA.2721zbMath1476.93163OpenAlexW3150142283WikidataQ115397080 ScholiaQ115397080MaRDI QIDQ5159832

Mohamed Amine Mezerdi

Publication date: 28 October 2021

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.2721

zbMATH Keywords

existenceapproximationmartingale measurepathwise uniquenessrelaxed controlMcKean-Vlasov stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

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