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20082026
most citedA numerical algorithm for fully nonlinear HJB equations: an approach by control randomization

93 citations · 436 across the 25 of their papers we have counts for

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math.AP2021

Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions

Andrea Cosso, Fausto Gozzi, Idris Kharroubi +2

We study the Bellman equation in the Wasserstein space arising in the study of mean field control problems, namely stochastic optimal control problems for McKean-Vlasov diffusion p…