Optimal control of general McKean-Vlasov stochastic evoulution equations on Hilbert spaces and necessary conditions of optimality

DOI10.7151/DMDICO.1171OpenAlexW2580974691MaRDI QIDQ5869739FDOQ5869739

Authors: N. U. Ahmes 

Publication date: 28 September 2022

Published in: Discussiones Mathematicae. Differential Inclusions, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.7151/dmdico.1171

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zbMATH Keywords

Hilbert spacesexistence of optimal controlsrelaxed controlsMcKean-Vlasov stochastic differential equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Methods involving semicontinuity and convergence; relaxation (49J45) Optimal stochastic control (93E20) Existence theories for problems in abstract spaces (49J27)

Cited In (8)

• On optimal singular control problem for general Mckean‐Vlasov differential equations: Necessary and sufficient optimality conditions
• Nonlinear Diffusion Governed by McKean–Vlasov Equation on Hilbert Space and Optimal Control
• Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications
• On optimal solutions of general continuous-singular stochastic control problem of McKean-Vlasov type
• Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension
• Compactification in optimal control of McKean‐Vlasov stochastic differential equations
• Controllability of McKean–Vlasov Stochastic Integrodifferential Evolution Equation in Hilbert Spaces
• Systems governed by mean-field stochastic evolution equations on Hilbert spaces and their optimal control

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