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math.AP2025
Error estimates for finite-dimensional approximations of Hamilton-Jacobi-Bellman equations on the Wasserstein space
Samuel Daudin, Joe Jackson, Benjamin Seeger
In this paper, we study a Hamilton-Jacobi-Bellman (HJB) equation set on the Wasserstein space , with a second order term arising from a purely common n…
math.AP2023
Well-posedness of Hamilton-Jacobi equations in the Wasserstein space: non-convex Hamiltonians and common noise
Samuel Daudin, Joe Jackson, Benjamin Seeger
We establish the well-posedness of viscosity solutions for a class of semi-linear Hamilton-Jacobi equations set on the space of probability measures on the torus. In particular, we…