Control theory on Wasserstein space: a new approach to optimality conditions
DOI10.4310/amsa.2023.v8.n3.a6MaRDI QIDQ6190854
Sheung Chi Phillip Yam, Ziyu Huang, Alain Bensoussan
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
Bellman equation; Hilbert space; value function; Pontryagin maximum principle; Wasserstein space; forward-backward equations; mean field-type control problem
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93B52: Feedback control
93E20: Optimal stochastic control
60H30: Applications of stochastic analysis (to PDEs, etc.)
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games
35F21: Hamilton-Jacobi equations
35Q93: PDEs in connection with control and optimization
35Q84: Fokker-Planck equations
49N80: Mean field games and control
