1 citations · 1 across the 4 of their papers we have counts for
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SCMO: Stochastic Control for Optimization over Probability Measures on Infinite-Dimensional Spaces
Hang Cheung, Jinniao Qiu
We study objective-only optimization of possibly nonconvex and nonsmooth functionals over probability measures on a separable Hilbert space, allowing the optimizer to be intrinsica…
Viscosity Solutions of Fully second-order HJB Equations in the Wasserstein Space
Erhan Bayraktar, Hang Cheung, Ibrahim Ekren +3
In this paper, we show that the value functions of mean field control problems with common noise are the unique viscosity solutions to fully second-order Hamilton-Jacobi-Bellman eq…
Viscosity Solutions of a class of Second Order Hamilton-Jacobi-Bellman Equations in the Wasserstein Space
Hang Cheung, Ho Man Tai, Jinniao Qiu
This paper is devoted to solving a class of second order Hamilton-Jacobi-Bellman (HJB) equations in the Wasserstein space, associated with mean field control problems involving com…
A Viscosity Solution Theory of Stochastic Hamilton-Jacobi-Bellman equations in the Wasserstein Space
Hang Cheung, Jinniao Qiu, Alexandru Badescu
This paper is devoted to a viscosity solution theory of the stochastic Hamilton-Jacobi-Bellman equation in the Wasserstein spaces for the mean-field type control problem which allo…