Finite Dimensional Approximations of Hamilton–Jacobi–Bellman Equations for Stochastic Particle Systems with Common Noise (Q6042792)
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scientific article; zbMATH DE number 7681919
Language | Label | Description | Also known as |
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English | Finite Dimensional Approximations of Hamilton–Jacobi–Bellman Equations for Stochastic Particle Systems with Common Noise |
scientific article; zbMATH DE number 7681919 |
Statements
Finite Dimensional Approximations of Hamilton–Jacobi–Bellman Equations for Stochastic Particle Systems with Common Noise (English)
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4 May 2023
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Hamilton-Jacobi-Bellman equations in infinite dimension
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viscosity solutions
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mean field control
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stochastic particle systems
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master equation
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Wasserstein space
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Wasserstein Laplacian
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