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Viscosity solutions to parabolic master equations and McKean–Vlasov SDEs with closed-loop controls

Cong Wu and Jianfeng Zhang
The Annals of Applied Probability 30 (2) (2020)
DOI: 10.1214/19-AAP1521
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Finite Dimensional Approximations of Hamilton--Jacobi--Bellman Equations in Spaces of Probability Measures

Wilfrid Gangbo, Sergio Mayorga and Andrzej Świeͅch
SIAM Journal on Mathematical Analysis 53 (2) 1320 (2021)
DOI: 10.1137/20M1331135
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