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General Presentation of Mean Field Control Problems

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Book cover Mean Field Games and Mean Field Type Control Theory

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Abstract

Consider a probability space \((\Omega,\mathcal{A},P)\) and a filtration \({\mathcal{F}}^{t}\) generated by a n-dimensional standard Wiener process w(t). The state space is \({\mathbb{R}}^{n}\) with the generic notation x and the control space is \({\mathbb{R}}^{d}\) with generic notation v.

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Authors and Affiliations

  1. Naveen Jindal School of Management, University of Texas at Dallas, Richardson, TX, USA

    Alain Bensoussan

  2. Department of Systems Engineering and Engineering Management, City University of Hong Kong, Kowloon, Hong Kong SAR

    Alain Bensoussan

  3. Institut für Angewandte Mathematik, Universitat Bonn, Bonn, Germany

    Jens Frehse

  4. Department of Statistics, The Chinese University of Hong Kong, Shatin, Hong Kong SAR

    Phillip Yam

Authors
  1. Alain Bensoussan
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  2. Jens Frehse
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  3. Phillip Yam
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© 2013 Alain Bensoussan, Jens Frehse, Phillip Yam

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Bensoussan, A., Frehse, J., Yam, P. (2013). General Presentation of Mean Field Control Problems. In: Mean Field Games and Mean Field Type Control Theory. SpringerBriefs in Mathematics. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-8508-7_2

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