A Global Optimality Principle for Fully Coupled Mean-field Control Systems

DOI10.1007/S10255-024-1112-9MaRDI QIDQ6489813zbMATH OpenFDO

Authors Tao Hao

Publication date 22 April 2024

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10255-024-1112-9

Mathematics Subject Classification ID

Initial value problems for second-order parabolic equations (35K15) Mean field games and control (49N80) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimal stochastic control (93E20)

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