Nonlinear Diffusion Governed by McKean–Vlasov Equation on Hilbert Space and Optimal Control
DOI10.1137/050645944zbMATH Open1141.93062OpenAlexW2048489411MaRDI QIDQ5444239FDOQ5444239
Authors: N. U. Ahmed
Publication date: 25 February 2008
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/050645944
Recommendations
- scientific article; zbMATH DE number 5016968
- Optimal stochastic control of measure solutions on Hilbert space
- Existence of Optimal Control for Nonlinear Fokker–Planck Equations in \(\boldsymbol{L^1(\mathbb{R}^d)}\).
- Optimal control of general McKean-Vlasov stochastic evoulution equations on Hilbert spaces and necessary conditions of optimality
- Systems governed by mean-field stochastic evolution equations on Hilbert spaces and their optimal control
Semigroups of nonlinear operators (47H20) Existence theories for optimal control problems involving partial differential equations (49J20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimal stochastic control (93E20)
Cited In (18)
- An Algebraic Convergence Rate for the Optimal Control of McKean–Vlasov Dynamics
- Mean-field reflected backward stochastic differential equations
- Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations
- The mean-field linear quadratic optimal control problem for stochastic systems controlled by impulses
- On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes
- Finite horizon mean-field stochastic \(H_2/H_\infty\) control for continuous-time systems with \((x,v)\)-dependent noise
- Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case
- Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives
- A mean-field necessary and sufficient conditions for optimal singular stochastic control
- On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality
- Mean-field backward stochastic differential equations in general probability spaces
- Mean-field backward stochastic differential equations with subdifferential operator and its applications
- Indefinite mean-field type linear-quadratic stochastic optimal control problems
- Multiperiod mean-variance portfolio optimization via market cloning
- A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon
- Title not available (Why is that?)
- Infinite-dimensional regularization of McKean-Vlasov equation with a Wasserstein diffusion
- Mean-field linear-quadratic stochastic differential games
This page was built for publication: Nonlinear Diffusion Governed by McKean–Vlasov Equation on Hilbert Space and Optimal Control
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5444239)