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
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    Finite Dimensional Approximations of Hamilton–Jacobi–Bellman Equations for Stochastic Particle Systems with Common Noise
    scientific article; zbMATH DE number 7681919

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      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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