OPTIMAL CONTROL OF MCKEAN-VLASOV EQUATIONS WITH CONTROLLED STOCHASTICITY

被引：0

作者：

DI Persio, Luca ^{[1
]}

Kuchling, Peter ^{[2
]}

机构：

[1] Univ Verona, Coll Math, Dept Comp Sci, Verona, Italy

[2] Bielefeld Univ Appl Sci & Arts, Fac Engn & Math, Bielefeld, Germany

来源：

EVOLUTION EQUATIONS AND CONTROL THEORY | 2025年 / 14卷 / 02期

关键词：

Optimal control; McKean-Vlasov equation; Nemytskii-type equation; Fokker-Planck equation; Kolmogorov equation; FOKKER-PLANCK EQUATIONS; DIFFERENTIAL-EQUATIONS;

D O I：

10.3934/eect.2024058

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：367 / 387

页数：21

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