Proves comparison principle for Hamilton-Jacobi equation on sub-probability measures and mean-field convergence for N-particle control problem with absorption.
Bertucci, Stochastic optimal transport and hamilton-jacobi-bellman equations on the set of probability measures, 2024
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Comparison principle for viscosity solutions of HJ/HJB/HJI equations with integro-differential operators, using couplings and strengthened strict-topology contractivity.
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Mean field control with absorption
Proves comparison principle for Hamilton-Jacobi equation on sub-probability measures and mean-field convergence for N-particle control problem with absorption.
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A comparison principle based on couplings of partial integro-differential operators
Comparison principle for viscosity solutions of HJ/HJB/HJI equations with integro-differential operators, using couplings and strengthened strict-topology contractivity.