A general class of McKean-Vlasov stochastic evolution equations driven by Brownian motion and L\`evy process and controlled by L\`evy measure

DOI10.7151/DMDICO.1186MaRDI QIDQ5869751zbMATH OpenOpenAlexFDO

Authors

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.1186

zbMATH Keywords

Hilbert spacesexistence of optimal controlsMcKean-Vlasov stochastic differential equation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Brownian motion (60J65) Optimal stochastic control (93E20) Existence theories for problems in abstract spaces (49J27)

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Cited in

(6)

• A class of second-order McKean-Vlasov stochastic evolution equations driven by fractional Brownian motion and Poisson jumps
• Second-order McKean-Vlasov stochastic evolution equation driven by Poisson jumps: existence, uniqueness and averaging principle
• Measure-valued solutions for stochastic differential equations on Hilbert spaces driven by Lévy measure and their optimal control
• Existence of solutions for mean-field integrodifferential equations with delay
• On weighted pseudo almost automorphic mild solutions for some mean field stochastic evolution equations
• Optimal control of general McKean-Vlasov stochastic evoulution equations on Hilbert spaces and necessary conditions of optimality

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