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20072026
most citedA Viscosity Solution Theory of Stochastic Hamilton-Jacobi-Bellman equations in the Wasserstein Space

1 citations · 1 across the 4 of their papers we have counts for

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math.OC2023

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…

math.OC2023★ 1 cited

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…