1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.PR2023★ 1 cited
Viscosity solutions to HJB equations associated with optimal control problem for McKean-Vlasov SDEs
Jinghai Shao
This work concerns the optimal control problem for McKean-Vlasov SDEs. In order to characterize the value function, we develop the viscosity solution theory for Hamilton-Jacobi-Bel…
math.PR2023
Existence of optimal feedback controls for McKean-Vlasov SDEs
Jinghai Shao
This work concerns the optimal control problem for McKean-Vlasov SDEs. We provide explicit conditions to ensure the existence of optimal Markovian feedback controls. Moreover, base…
math.PR2023
Optimal control problem for reflected McKean-Vlasov SDEs
Jinghai Shao
This work investigates the optimal control problem for reflected McKean-Vlasov SDEs and the viscosity solutions to Hamilton-Jacobi-Bellman(HJB) equations on the Wasserstein space i…