2 papers
math.OC2025
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…
math.OC2015
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…