Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions (Q6145295): Difference between revisions

@@ Property / cites work @@
+On a class of first order Hamilton-Jacobi equations in metric spaces
+Normal rank
@@ Property / cites work @@
+Hamiltonian ODEs in the Wasserstein space of probability measures
+Normal rank
@@ Property / cites work @@
+Q5441008
@@ Property / cites work: Q5441008 / rank @@
+Normal rank
@@ Property / cites work @@
+Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics
+Normal rank
@@ Property / cites work @@
+Mean Field Games and Mean Field Type Control Theory
+Normal rank
@@ Property / cites work @@
+The master equation in mean field theory
@@ Property / cites work: The master equation in mean field theory / rank @@
+Normal rank
@@ Property / cites work @@
+One-dimensional empirical measures, order                     statistics, and Kantorovich transport                     distances
+Normal rank
@@ Property / cites work @@
+A Smooth Variational Principle With Applications to Subdifferentiability and to Differentiability of Convex Functions
+Normal rank
@@ Property / cites work @@
+Techniques of variational analysis
@@ Property / cites work: Techniques of variational analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-field stochastic differential equations and associated PDEs
+Normal rank
@@ Property / cites work @@
+Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions
+Normal rank
@@ Property / cites work @@
+The Master Equation and the Convergence Problem in Mean Field Games
+Normal rank
@@ Property / cites work @@
+Probabilistic Theory of Mean Field Games with Applications I
+Normal rank
@@ Property / cites work @@
+Path-dependent equations and viscosity solutions in infinite dimension
+Normal rank
@@ Property / cites work @@
+Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension
+Normal rank
@@ Property / cites work @@
+Zero-sum stochastic differential games of generalized McKean-Vlasov type
+Normal rank
@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
+Normal rank
@@ Property / cites work @@
+Constructive quantization: approximation by empirical measures
+Normal rank
@@ Property / cites work @@
+Optimal portfolio choice with path dependent benchmarked labor income: a mean field model
+Normal rank
@@ Property / cites work @@
+Stochastic Optimal Control in Infinite Dimension
@@ Property / cites work: Stochastic Optimal Control in Infinite Dimension / rank @@
+Normal rank
@@ Property / cites work @@
+On the rate of convergence in Wasserstein distance of the empirical measure
+Normal rank
@@ Property / cites work @@
+Q4086524
@@ Property / cites work: Q4086524 / rank @@
+Normal rank
@@ Property / cites work @@
+Finite Dimensional Approximations of Hamilton--Jacobi--Bellman Equations in Spaces of Probability Measures
+Normal rank
@@ Property / cites work @@
+Hamilton-Jacobi equations in the Wasserstein space
+Normal rank
@@ Property / cites work @@
+Optimal transport and large number of particles
@@ Property / cites work: Optimal transport and large number of particles / rank @@
+Normal rank
@@ Property / cites work @@
+Metric viscosity solutions of Hamilton-Jacobi equations depending on local slopes
+Normal rank
@@ Property / cites work @@
+On differentiability in the Wasserstein space and well-posedness for Hamilton-Jacobi equations
+Normal rank
@@ Property / cites work @@
+Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
+Normal rank
@@ Property / cites work @@
+Q2774021
@@ Property / cites work: Q2774021 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3532736
@@ Property / cites work: Q3532736 / rank @@
+Normal rank
@@ Property / cites work @@
+Limit Theory for Controlled McKean--Vlasov Dynamics
+Normal rank
@@ Property / cites work @@
+Mean field games. I: The stationary case
@@ Property / cites work: Mean field games. I: The stationary case / rank @@
+Normal rank
@@ Property / cites work @@
+Mean field games. II: Finite horizon and optimal control
+Normal rank
@@ Property / cites work @@
+Mean field games
@@ Property / cites work: Mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+Q4354424
@@ Property / cites work: Q4354424 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
+Normal rank
@@ Property / cites work @@
+Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III: Uniqueness of viscosity solutions for general second-order equations
+Normal rank
@@ Property / cites work @@
+Q5603641
@@ Property / cites work: Q5603641 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics
+Normal rank
@@ Property / cites work @@
+Bellman equation and viscosity solutions for mean-field stochastic control problem
+Normal rank
@@ Property / cites work @@
+Viscosity Solutions of Path-Dependent PDEs with Randomized Time
+Normal rank
@@ Property / cites work @@
+Partial regularity of viscosity solutions for a class of Kolmogorov equations arising from mathematical finance
+Normal rank
@@ Property / cites work @@
+Optimal Transport
@@ Property / cites work: Optimal Transport / rank @@
+Normal rank
@@ Property / cites work @@
+Viscosity solutions to parabolic master equations and McKean-Vlasov SDEs with closed-loop controls
+Normal rank