Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics (Q5737639): Difference between revisions

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scientific article; zbMATH DE number 6722977
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Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics
scientific article; zbMATH DE number 6722977

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    Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics (English)
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    24 May 2017
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    stochastic McKean-Vlasov SDEs
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    dynamic programming principle
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    Bellman equation
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    Wasserstein space
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    viscosity solutions
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