Viscosity Solutions for McKean–Vlasov Control on a Torus
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Publication:6191411
DOI10.1137/22m1543732arXiv2212.11053OpenAlexW4392471145MaRDI QIDQ6191411
Unnamed Author, Halil Mete Soner
Publication date: 7 March 2024
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2212.11053
Stochastic programming (90C15) PDEs in connection with optics and electromagnetic theory (35Q60) Stochastic processes (60G99) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Viscosity solutions to PDEs (35D40) PDEs in connection with mean field game theory (35Q89)
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