Global Well-posedness of Hamilton-Jacobi Equations for Linear-Quadratic Mean Field Control Problems

Mengzhen Li*, Chenchen Mou, Zhen Wu, Chao Zhou

*Corresponding author for this work

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

Original languageEnglish
Number of pages36
JournalJournal of Dynamics and Differential Equations
Online published5 Jun 2025
DOIs
Publication statusOnline published - 5 Jun 2025

Funding

The first author was supported by the China Scholarship Council (No. 202206220077). The second author is supported by CityU Start-up Grant 7200684, Hong Kong RGC Grant ECS 21302521, Hong Kong RGC Grant GRF 11311422 and Hong Kong RGC Grant GRF 11303223. The third author is supported by the National Key Research and Development Program of China under Grant 2023YFA1009200, the National Natural Science Foundation of China (No. 11831010, 61961160732), the Natural Science Foundation of Shandong Province (No. ZR2019ZD42), the Taishan Scholars Climbing Program of Shandong (No. TSPD20210302). The fourth author is supported by Singapore MOE (Ministry of Education) AcRF Grant A-8000453-00-00, IoTex Foundation Industry Grant A-8001180-00-00 and NSFC Grant No. 11871364.

Research Keywords

  • Mean field control
  • N-particle systems
  • Hamilton-Jacobi equation
  • Forward-backward stochastic differential equation
  • Propagation of chaos.

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