Optimal control of McKean-Vlasov equations with controlled stochasticity
L.D. Persio, P. Kuchling, Evolution Equations and Control Theory 14 (2025) 367–387.
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Artikel
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| Englisch
Autor*in
Persio, Luca Di;
Kuchling, Peter
Abstract
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.
Erscheinungsjahr
Zeitschriftentitel
Evolution Equations and Control Theory
Band
14
Zeitschriftennummer
2
Seite
367-387
eISSN
FH-PUB-ID
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Persio, Luca Di ; Kuchling, Peter: Optimal control of McKean-Vlasov equations with controlled stochasticity. In: Evolution Equations and Control Theory Bd. 14, American Institute of Mathematical Sciences (AIMS) (2025), Nr. 2, S. 367–387
Persio LD, Kuchling P. Optimal control of McKean-Vlasov equations with controlled stochasticity. Evolution Equations and Control Theory. 2025;14(2):367-387. doi:10.3934/eect.2024058
Persio, L. D., & Kuchling, P. (2025). Optimal control of McKean-Vlasov equations with controlled stochasticity. Evolution Equations and Control Theory, 14(2), 367–387. https://doi.org/10.3934/eect.2024058
@article{Persio_Kuchling_2025, title={Optimal control of McKean-Vlasov equations with controlled stochasticity}, volume={14}, DOI={10.3934/eect.2024058}, number={2}, journal={Evolution Equations and Control Theory}, publisher={American Institute of Mathematical Sciences (AIMS)}, author={Persio, Luca Di and Kuchling, Peter}, year={2025}, pages={367–387} }
Persio, Luca Di, and Peter Kuchling. “Optimal Control of McKean-Vlasov Equations with Controlled Stochasticity.” Evolution Equations and Control Theory 14, no. 2 (2025): 367–87. https://doi.org/10.3934/eect.2024058.
L. D. Persio and P. Kuchling, “Optimal control of McKean-Vlasov equations with controlled stochasticity,” Evolution Equations and Control Theory, vol. 14, no. 2, pp. 367–387, 2025.
Persio, Luca Di, and Peter Kuchling. “Optimal Control of McKean-Vlasov Equations with Controlled Stochasticity.” Evolution Equations and Control Theory, vol. 14, no. 2, American Institute of Mathematical Sciences (AIMS), 2025, pp. 367–87, doi:10.3934/eect.2024058.
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