8 citations · 8 across the 2 of their papers we have counts for
4 papers
Control on Hilbert Space and Mean Field Control: the Common Noise Case
Alain Bensoussan, P. Jameson Graber, Phillip Yam
The objective of this paper is to provide an equivalent of the theory developed in P.~Cardaliaguet, F.~Delarue, J.M.~Lasry, P.L.~Lions \cite{CDLL}, following the approach of contro…
Control Problem on Space of Random Variables and Master Equation
Alain Bensoussan, Phillip Yam
We study in this paper a control problem in a space of random variables. We show that its Hamilton Jacobi Bellman equation is related to the Master equation in Mean field theory. P…
On The Interpretation Of The Master Equation
Alain Bensoussan, Jens Frehse, Phillip Yam
Since its introduction by P.L. Lions in his lectures and seminars at the College de France, see [9], and also the very helpful notes of Cardialaguet [4] on Lions' lectures, the Mas…
The Master Equation in Mean Field Theory
Alain Bensoussan, Jens Frehse, Phillip Yam
In his lectures at College de France, P.L. Lions introduced the concept of Master equation, see [5] for Mean Field Games. It is introduced in a heuristic fashion, from the system o…