Optimal control of general McKean-Vlasov stochastic evolution equations on Hilbert spaces and necessary conditions of optimality
N.U. Ahmed (2015)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Similarity:
In this paper we consider controlled McKean-Vlasov stochastic evolution equations on Hilbert spaces. We prove existence and uniqueness of solutions and regularity properties thereof. We use relaxed controls, adapted to a current of sub-sigma algebras generated by observable processes, and taking values from a Polish space. We introduce an appropriate topology based on weak star convergence. We prove continuous dependence of solutions on controls with respect to appropriate topologies....