Discrete time McKean-Vlasov control problem: a dynamic programming approach (Q520347): Difference between revisions
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Revision as of 14:56, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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