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Latest revision as of 06:43, 16 July 2024

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Bellman equation and viscosity solutions for mean-field stochastic control problem
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    Bellman equation and viscosity solutions for mean-field stochastic control problem (English)
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    2 August 2018
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    McKean-Vlasov SDEs
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    dynamic programming
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    Bellman equation
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    Wasserstein space
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    viscosity solutions
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