HJB Equations in Wasserstein Space and Viscosity Solutions

Jianfeng Zhang
University of Southern California (USC)

It is well known that mean field type control problems lead to HJB equations in Wasserstein space. In this talk we will show that such HJB equations are also a convenient tool to solve many time inconsistent problems. We then propose a notion of viscosity solution and investigate the comparison principle.

Presentation (PDF File)

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