Bellman equation and viscosity solutions for mean-field stochastic control problem (Q3177924)

From MaRDI portal
Revision as of 14:35, 19 April 2024 by Importer (talk | contribs) (‎Changed an Item)
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
    0 references
    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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references