Ergodic control of McKean-Vlasov SDEs and associated Bellman equation
From MaRDI portal
(Redirected from Publication:6166226)
Recommendations
- Exact Controllability of Fokker–Planck Equations and McKean–Vlasov SDEs
- On ergodic control of stochastic evolution equations
- Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension
- Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation
- Controllability of McKean–Vlasov Stochastic Integrodifferential Evolution Equation in Hilbert Spaces
- Some Results on the Bellman Equation of Ergodic Control
- Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
- Ergodic control of degenerate diffusions
Cites work
- A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon
- A probabilistic approach to large time behavior of mild solutions of HJB equations in infinite dimension
- Asymptotic solutions of Hamilton-Jacobi equations in Euclidean n space
- Bellman equation and viscosity solutions for mean-field stochastic control problem
- Control of McKean-Vlasov dynamics versus mean field games
- Ergodic behavior of control and mean field games problems depending on acceleration
- Ergodic BSDEs and optimal ergodic control in Banach spaces
- Ergodic BSDEs and related PDEs with Neumann boundary conditions under weak dissipative assumptions
- Ergodic BSDEs under weak dissipative assumptions
- Ergodic control of diffusion processes.
- Finite dimensional approximations of Hamilton-Jacobi-Bellman equations in spaces of probability measures
- Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
- Global solutions of inhomogeneous Hamilton-Jacobi equations
- scientific article; zbMATH DE number 55826 (Why is no real title available?)
- scientific article; zbMATH DE number 3234211 (Why is no real title available?)
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Limit theory for controlled McKean-Vlasov dynamics
- Linear-quadratic \(N\)-person and mean-field games with ergodic cost
- Linear-quadratic optimal control problems for mean-field stochastic differential equations
- Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach
- Long time average of mean field games with a nonlocal coupling
- Mean field games
- Mean field games. I: The stationary case
- Mean field games. II: Finite horizon and optimal control
- Mean-field stochastic differential equations and associated PDEs
- On differentiability in the Wasserstein space and well-posedness for Hamilton-Jacobi equations
- On ergodic stochastic control
- On the interpretation of the master equation
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
- Optimal ergodic control of linear stochastic differential equations with quadratic cost functionals having indefinite weights
- Probabilistic theory of mean field games with applications I. Mean field FBSDEs, control, and games
- Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics
- Smoothing properties of McKean-Vlasov SDEs
- Space-time periodic solutions and long-time behavior of solutions to quasi-linear parabolic equations
- The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities
- Viscosity solutions for controlled McKean-Vlasov jump-diffusions
- Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions
- Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III: Uniqueness of viscosity solutions for general second-order equations
- Viscosity solutions to parabolic master equations and McKean-Vlasov SDEs with closed-loop controls
Cited in
(12)- Solvability of infinite horizon McKean-Vlasov FBSDEs in mean field control problems and games
- Viscosity solutions to parabolic master equations and McKean-Vlasov SDEs with closed-loop controls
- Bellman equation and viscosity solutions for mean-field stochastic control problem
- Viscosity solutions for controlled McKean-Vlasov jump-diffusions
- On Bellman's equations for mean and variance control of a Markov diffusion
- Mean-field limit for a class of stochastic ergodic control problems
- Compactification in optimal control of McKean‐Vlasov stochastic differential equations
- Infinite horizon average cost optimality criteria for mean-field control
- Ergodic control of McKean-Vlasov systems on the Wasserstein space
- Title not available (Why is no real title available?)
- Title not available (Why is no real title available?)
- Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
This page was built for publication: Ergodic control of McKean-Vlasov SDEs and associated Bellman equation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6166226)
