Control problem on space of random variables and master equation (Q5107913): Difference between revisions

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+Alain Bensoussan
@@ Property / author: Alain Bensoussan / rank @@
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+MaRDI publication profile
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+W2963359377
@@ Property / OpenAlex ID: W2963359377 / rank @@
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+.00713
@@ Property / arXiv ID: 1508.00713 / rank @@
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@@ Property / cites work @@
+Q4943597
@@ Property / cites work: Q4943597 / rank @@
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@@ Property / cites work @@
+Wellposedness of Mean Field Games with Common Noise under a Weak Monotonicity Condition
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@@ Property / cites work @@
+Q5441008
@@ Property / cites work: Q5441008 / rank @@
+Normal rank
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+A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem
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@@ Property / cites work @@
+Mean Field Games and Mean Field Type Control Theory
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@@ Property / cites work @@
+The master equation in mean field theory
@@ Property / cites work: The master equation in mean field theory / rank @@
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@@ Property / cites work @@
+On the interpretation of the master equation
@@ Property / cites work: On the interpretation of the master equation / rank @@
+Normal rank
@@ Property / cites work @@
+Polar factorization and monotone rearrangement of vector‐valued functions
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@@ Property / cites work @@
+The Master Equation for Large Population Equilibriums
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+Probabilistic Theory of Mean Field Games with Applications I
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+Mean field games and systemic risk
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+Existence of a solution to an equation arising from the theory of mean field games
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+The Variational Formulation of the Fokker--Planck Equation
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+Mean field games
@@ Property / cites work: Mean field games / rank @@
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+Dynamic programming for mean-field type control
@@ Property / cites work: Dynamic programming for mean-field type control / rank @@
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+THE GEOMETRY OF DISSIPATIVE EVOLUTION EQUATIONS: THE POROUS MEDIUM EQUATION
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+Optimal Transport
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