Corpus ID: 218763218

Control on Hilbert Spaces and Application to Mean Field Type Control Theory

@article{Bensoussan2020ControlOH,
  title={Control on Hilbert Spaces and Application to Mean Field Type Control Theory},
  author={Alain Bensoussan and P. Jameson Graber and Sheung Chi Phillip Yam},
  journal={arXiv: Probability},
  year={2020}
}
  • Alain Bensoussan, P. Jameson Graber, Sheung Chi Phillip Yam
  • Published 2020
  • Mathematics
  • arXiv: Probability
  • We contribute a new approach to the study of the Bellman equation and the Master equation in Mean Field Type Control theory, extending the theory developed in the paper of two of the authors. We want to implement the interesting idea of lifting, first introduced by P.-L. Lions for the purpose of studying derivatives on the space of measures. Our approach is to implement lifting in the very formulation of the problem. We, consequently, study mean field type control problems by formulating… CONTINUE READING