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math.OC2024
Finite Dimensional Projections of HJB Equations in the Wasserstein Space
Andrzej Święch, Lukas Wessels
This paper continues the study of controlled interacting particle systems with common noise started in [W. Gangbo, S. Mayorga and A. Święch, SIAM J. Math. Anal. 53 (2021), no. 2, 1…
math.OC2023
Optimal control of stochastic delay differential equations: Optimal feedback controls
Filippo de Feo, Andrzej Święch
In this manuscript, we study optimal control problems for stochastic delay differential equations using the dynamic programming approach in Hilbert spaces via viscosity solutions o…