Proves existence results and set-valued propagation of chaos for controlled path-dependent McKean-Vlasov SPDEs, with consequences for optimal control and G-Brownian motion.
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Set-valued propagation of chaos for controlled path-dependent McKean-Vlasov SPDEs
Proves existence results and set-valued propagation of chaos for controlled path-dependent McKean-Vlasov SPDEs, with consequences for optimal control and G-Brownian motion.