Bellman equation and viscosity solutions for mean-field stochastic control problem (Q3177924): Difference between revisions
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Revision as of 10:03, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bellman equation and viscosity solutions for mean-field stochastic control problem |
scientific article |
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Bellman equation and viscosity solutions for mean-field stochastic control problem (English)
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2 August 2018
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McKean-Vlasov SDEs
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dynamic programming
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Bellman equation
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Wasserstein space
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viscosity solutions
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