Near Optimality of Stochastic Control for Singularly Perturbed McKean--Vlasov Systems (Q5039273): Difference between revisions

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Latest revision as of 08:58, 30 July 2024

scientific article; zbMATH DE number 7600090
Language Label Description Also known as
English
Near Optimality of Stochastic Control for Singularly Perturbed McKean--Vlasov Systems
scientific article; zbMATH DE number 7600090

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    Near Optimality of Stochastic Control for Singularly Perturbed McKean--Vlasov Systems (English)
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    12 October 2022
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    stochastic control
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    McKean-Vlasov diffusion
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    singular perturbation
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    weak convergence
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    martingale method
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    near optimality
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