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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© 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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