Dynamic Programming Equation for the Mean Field Optimal Stopping Problem (Q6173820): Difference between revisions

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+Optimal Stopping of McKean--Vlasov Diffusions via Regression on Particle Systems
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+Optimal stopping in mean field games, an obstacle problem approach
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+Mean-field stochastic differential equations and associated PDEs
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+Optimal multiple stopping time problem
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+Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs
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+A Mean Field Game of Optimal Stopping
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+Optimal mean-variance selling strategies
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+Optimal stopping under probability distortion
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