Discrete time McKean-Vlasov control problem: a dynamic programming approach (Q520347): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+L20
@@ Property / Mathematics Subject Classification ID: 49L20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+K35
@@ Property / Mathematics Subject Classification ID: 60K35 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C39
@@ Property / Mathematics Subject Classification ID: 90C39 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6699608
@@ Property / zbMATH DE Number: 6699608 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+McKean-Vlasov equation
@@ Property / zbMATH Keywords: McKean-Vlasov equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic optimal control problem
@@ Property / zbMATH Keywords: stochastic optimal control problem / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dynamic programming
@@ Property / zbMATH Keywords: dynamic programming / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+calculus of variations
@@ Property / zbMATH Keywords: calculus of variations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+mean-variance portfolio selection
@@ Property / zbMATH Keywords: mean-variance portfolio selection / rank @@
+Normal rank

Revision as of 06:12, 1 July 2023