Quenched mass transport of particles toward a target

DOI10.1007/s10957-020-01704-yzbMath1442.93047arXiv1707.07869MaRDI QIDQ2194119

Boualem Djehiche, Bruno Bouchard, Idris Kharroubi

Publication date: 25 August 2020

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.07869

zbMATH Keywords

dynamic programming; viscosity solutions; mass transportation; stochastic target; McKean-Vlasov SDEs

Mathematics Subject Classification ID

60K35: Interacting random processes; statistical mechanics type models; percolation theory

93E20: Optimal stochastic control

49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games