Under convexity and monotonicity assumptions, the common-noise mean-field control value function satisfies a Bellman equation whose gradient yields the master equation.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.OC 1years
2025 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Control on Hilbert Space and Mean Field Control: the Common Noise Case
Under convexity and monotonicity assumptions, the common-noise mean-field control value function satisfies a Bellman equation whose gradient yields the master equation.