General Presentation of Mean Field Control Problems

Abstract

Consider a probability space $(Ω,\mathcal{A},P)$ and a filtration \${\mathcal{F}}^{t}$ generated by a n-dimensional standard Wiener process w(t). The state space is \${\mathbb{R}}^{n}$ with the generic notation x and the control space is \${\mathbb{R}}^{d}$ with generic notation v.