Control theory on Wasserstein space: a new approach to optimality conditions
DOI10.4310/AMSA.2023.V8.N3.A6OpenAlexW4388676675MaRDI QIDQ6190854FDOQ6190854
Authors: Alain Bensoussan, Ziyu Huang, Sheung Chi Phillip Yam 
Publication date: 6 February 2024
Published in: Annals of Mathematical Sciences and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4310/amsa.2023.v8.n3.a6
Hilbert spaceWasserstein spacevalue functionPontryagin maximum principleBellman equationforward-backward equationsmean field-type control problem
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Hamilton-Jacobi equations (35F21) Fokker-Planck equations (35Q84) PDEs in connection with control and optimization (35Q93) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Applications of stochastic analysis (to PDEs, etc.) (60H30) Feedback control (93B52) Optimal stochastic control (93E20) Mean field games and control (49N80)
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