Bellman equation and viscosity solutions for mean-field stochastic control problem (Q3177924): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:56, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bellman equation and viscosity solutions for mean-field stochastic control problem |
scientific article |
Statements
Bellman equation and viscosity solutions for mean-field stochastic control problem (English)
0 references
2 August 2018
0 references
McKean-Vlasov SDEs
0 references
dynamic programming
0 references
Bellman equation
0 references
Wasserstein space
0 references
viscosity solutions
0 references
