Optimal Control of McKean-Vlasov equations with controlled stochasticity
Di Persio L, Kuchling P (2024)
Evolution Equations and Control Theory .
Zeitschriftenaufsatz
| E-Veröff. vor dem Druck | Englisch
Download
Es wurden keine Dateien hochgeladen. Nur Publikationsnachweis!
Autor*in
Di Persio, Luca;
Kuchling, PeterUniBi
Einrichtung
Abstract / Bemerkung
In this article, we analyse the existence of an optimal feedback controller of stochastic optimal control problems governed by SDEs which have the control in the diffusion part. To this end, we consider the underlying Fokker-Planck equation to transform the stochastic optimal control problem into a deterministic problem with open-loop controller.
Stichworte
Optimal control;
McKean-Vlasov equation;
Nemytskii-type equation;
Fokker-Planck equation;
Kolmogorov equation
Erscheinungsjahr
2024
Zeitschriftentitel
Evolution Equations and Control Theory
eISSN
2163-2480
Page URI
https://pub.uni-bielefeld.de/record/2993893
Zitieren
Di Persio L, Kuchling P. Optimal Control of McKean-Vlasov equations with controlled stochasticity . Evolution Equations and Control Theory . 2024.
Di Persio, L., & Kuchling, P. (2024). Optimal Control of McKean-Vlasov equations with controlled stochasticity . Evolution Equations and Control Theory . https://doi.org/10.3934/eect.2024058
Di Persio, Luca, and Kuchling, Peter. 2024. “Optimal Control of McKean-Vlasov equations with controlled stochasticity ”. Evolution Equations and Control Theory .
Di Persio, L., and Kuchling, P. (2024). Optimal Control of McKean-Vlasov equations with controlled stochasticity . Evolution Equations and Control Theory .
Di Persio, L., & Kuchling, P., 2024. Optimal Control of McKean-Vlasov equations with controlled stochasticity . Evolution Equations and Control Theory .
L. Di Persio and P. Kuchling, “Optimal Control of McKean-Vlasov equations with controlled stochasticity ”, Evolution Equations and Control Theory , 2024.
Di Persio, L., Kuchling, P.: Optimal Control of McKean-Vlasov equations with controlled stochasticity . Evolution Equations and Control Theory . (2024).
Di Persio, Luca, and Kuchling, Peter. “Optimal Control of McKean-Vlasov equations with controlled stochasticity ”. Evolution Equations and Control Theory (2024).
Export
Markieren/ Markierung löschen
Markierte Publikationen
Web of Science
Dieser Datensatz im Web of Science®Suchen in
Google Scholar