On the system of partial differential equations arising in mean field type control

DOI10.3934/dcds.2015.35.3879zbMath1350.49017arXiv1503.05044OpenAlexW2963128380MaRDI QIDQ255783

Mathieu Laurière, Yves Achdou

Publication date: 9 March 2016

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.05044

zbMATH Keywords

Hamilton-Jacobi-Bellman equationsFokker-Planck equationsmean field gamesmean field type control

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Nonlinear parabolic equations (35K55) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic games, stochastic differential games (91A15) Existence theories for optimal control problems involving partial differential equations (49J20) Hamilton-Jacobi theories (49L99) Existence of optimal solutions to problems involving randomness (49J55) Fokker-Planck equations (35Q84)

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