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Latest revision as of 15:32, 13 July 2024

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Discrete time McKean-Vlasov control problem: a dynamic programming approach
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    Discrete time McKean-Vlasov control problem: a dynamic programming approach (English)
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    3 April 2017
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    McKean-Vlasov equation
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    stochastic optimal control problem
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    dynamic programming
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    calculus of variations
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    mean-variance portfolio selection
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