HJB Equations in Wasserstein Space and Viscosity Solutions

Jianfeng Zhang
University of Southern California (USC)
Mathematics

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)

Back to Hamilton-Jacobi PDEs Culminating Workshop