Mean field control and finite agent approximation for regime-switching jump diffusions (Q6166349): Difference between revisions

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Latest revision as of 19:03, 30 December 2024

scientific article; zbMATH DE number 7708051
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Mean field control and finite agent approximation for regime-switching jump diffusions
scientific article; zbMATH DE number 7708051

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    Mean field control and finite agent approximation for regime-switching jump diffusions (English)
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    6 July 2023
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    viscosity solutions
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    mean field control
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    master equation
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    propagation of chaos
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