Control theory on Wasserstein space: a new approach to optimality conditions

DOI10.4310/amsa.2023.v8.n3.a6OpenAlexW4388676675MaRDI QIDQ6190854

Sheung Chi Phillip Yam, Ziyu Huang, Alain Bensoussan

Publication date: 6 February 2024

Published in: Annals of Mathematical Sciences and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/amsa.2023.v8.n3.a6

zbMATH Keywords

Bellman equationHilbert spacevalue functionPontryagin maximum principleWasserstein spaceforward-backward equationsmean field-type control problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Feedback control (93B52) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Hamilton-Jacobi equations (35F21) PDEs in connection with control and optimization (35Q93) Fokker-Planck equations (35Q84) Mean field games and control (49N80)