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

DOI10.7151/DMDICO.1171MaRDI QIDQ5869739OpenAlexFDO

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

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)

Recommendations

• Systems governed by mean-field stochastic evolution equations on Hilbert spaces and their optimal control
• Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces
• A general class of McKean-Vlasov stochastic evolution equations driven by Brownian motion and L\`evy process and controlled by L\`evy measure
• Necessary conditions for optimality for stochastic evolution equations
• On optimal solutions of general continuous-singular stochastic control problem of McKean-Vlasov type

Cited in

(8)

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

This page was built for publication: Optimal control of general McKean-Vlasov stochastic evoulution equations on Hilbert spaces and necessary conditions of optimality

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5869739)