Viscosity Solutions for Obstacle Problems on Wasserstein Space
Viscosity Solutions for Obstacle Problems on Wasserstein Space
.This paper is a continuation of our accompanying paper [M. Talbi, N. Touzi, and J. Zhang, Dynamic Programming Equation for the Mean Field Optimal Stopping Problem, https://arxiv.org/abs/2103.05736, 2021], where we characterized the mean field optimal stopping problem by an obstacle equation on the Wasserstein space of probability measures, provided that …