Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension (Q6165243): Difference between revisions

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scientific article; zbMATH DE number 7720494
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Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension
scientific article; zbMATH DE number 7720494

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    Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension (English)
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    31 July 2023
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    dynamic programming principle
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    functional Itô calculus
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    master Bellman equation
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    path-dependent McKean-Vlasov SDEs in Hilbert space
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    pathwise measure derivative
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    viscosity solutions
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