Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension (Q6165243)
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scientific article; zbMATH DE number 7720494
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension |
scientific article; zbMATH DE number 7720494 |
Statements
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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