  This work concerns the optimal control problem for McKean-Vlasov SDEs. We
provide explicit conditions to ensure the existence of optimal Markovian
feedback controls. Moreover, based on the flow property of the McKean-Vlasov
SDE, the dynamic programming principle is established, which will enable to
characterize the value function via the theory of Hamilton-Jacobi-Bellman
equation on the Wasserstein space.
