Optimal control of general McKean-Vlasov stochastic evolution equations on Hilbert spaces and necessary conditions of optimality
DOI10.7151/dmdico.1171OpenAlexW2580974691MaRDI QIDQ5869739
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
Hilbert spacesexistence of optimal controlsrelaxed controlsMcKean-Vlasov stochastic differential equation
Optimal stochastic control (93E20) Methods involving semicontinuity and convergence; relaxation (49J45) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Existence theories for problems in abstract spaces (49J27)
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