Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions
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Publication:6145295
DOI10.1090/tran/8986zbMath1530.49029arXiv2107.10535MaRDI QIDQ6145295
Huyên Pham, Andrea Cosso, Mauro Rosestolato, Idris Kharroubi, Fausto Gozzi
Publication date: 9 January 2024
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.10535
Bellman equation; comparison theorem; Ekeland's variational principle; viscosity solutions; Wasserstein space
49K45: Optimality conditions for problems involving randomness
58E25: Applications of variational problems to control theory
35D40: Viscosity solutions to PDEs
35B51: Comparison principles in context of PDEs
35Q89: PDEs in connection with mean field game theory
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