  This work concerns the optimal control problem for McKean-Vlasov SDEs. In
order to characterize the value function, we develop the viscosity solution
theory for Hamilton-Jacobi-Bellman (HJB) equations on the Wasserstein space
using Mortensen's derivative. In particular, a comparison principle for
viscosity solution is established. Our approach is based on Borwein-Preiss
variational principle to overcome the loss of compactness for bounded sets in
the Wasserstein space.
