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…