Abstract
It is well known in deterministic and stochastic control that an optimal control can be obtained through a theory of sufficient conditions, so-called Bellman or Dynamic Programming approach. In Bellman's approach, one constructs a control under sufficient conditions and proves that this control is optimal by an argument called verification theorem. This presentation aims at describing the basic ideas of the verification theorem for mean field type control theory. © 2024 International Press of Boston, Inc.
| Original language | English |
|---|---|
| Pages (from-to) | 253-267 |
| Journal | Communications in Information and Systems |
| Volume | 21 |
| Issue number | 2 |
| Online published | 3 Jun 2021 |
| DOIs | |
| Publication status | Published - 2021 |
Bibliographical note
Full text of this publication does not contain sufficient affiliation information. With consent from the author(s) concerned, the Research Unit(s) information for this record is based on the existing academic department affiliation of the author(s).Research Keywords
- Verification theorem
- mean field type control
- sufficient condition
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