A least action principle with average-preserving variations yields an Euler-Lagrange condition with a deterministic component and links critical laws to McKean-Vlasov forward-backward SDEs.
Annali della Scuola Normale Superiore di Pisa, Classe di Sci enze, Scuola Normale Superiore (2018), 18 (3), pp.1033- 1060
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Average preserving variation processes in view of optimization
A least action principle with average-preserving variations yields an Euler-Lagrange condition with a deterministic component and links critical laws to McKean-Vlasov forward-backward SDEs.