Mean field control and finite agent approximation for regime-switching jump diffusions (Q6166349)
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scientific article; zbMATH DE number 7708051
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean field control and finite agent approximation for regime-switching jump diffusions |
scientific article; zbMATH DE number 7708051 |
Statements
Mean field control and finite agent approximation for regime-switching jump diffusions (English)
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6 July 2023
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viscosity solutions
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mean field control
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master equation
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propagation of chaos
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