A comparison principle for viscosity solutions of nonlinear PDEs on finite nonnegative measures is proved and used to characterize the value function of a controlled branching McKean-Vlasov diffusion as the unique viscosity solution of the associated HJB equation.
Comparison for semi-continuous viscosity solutions for second order PDEs on the Wasserstein space, Journal of Differential Equations 455: 113963
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Comparison of viscosity solutions for a class of non-linear PDEs on the space of finite nonnegative measures
A comparison principle for viscosity solutions of nonlinear PDEs on finite nonnegative measures is proved and used to characterize the value function of a controlled branching McKean-Vlasov diffusion as the unique viscosity solution of the associated HJB equation.