Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics (Q4600443)
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scientific article; zbMATH DE number 6823260
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics |
scientific article; zbMATH DE number 6823260 |
Statements
Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics (English)
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9 January 2018
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controlled McKean-Vlasov stochastic differential equations
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dynamic programming principle
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randomization method
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forward-backward stochastic differential equations
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