Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics (Q5737639)

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scientific article; zbMATH DE number 6722977
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English
Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics
scientific article; zbMATH DE number 6722977

    Statements

    title
    Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics (English)
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    author
    Huyên Pham
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    Xiaoli Wei
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    publication date
    24 May 2017
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    zbMATH Keywords
    stochastic McKean-Vlasov SDEs
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    dynamic programming principle
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    Bellman equation
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    Wasserstein space
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    viscosity solutions
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    cites work
    Q4663947
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    Q4283467
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    Q3910361
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    Mean field games
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    Q4226355
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    Q4805362
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    Q3864120
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    Identifiers

    DOI
    10.1137/16M1071390
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    Mathematics Subject Classification ID
    93E20
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    60H30
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    60K35
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    90C39
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    49L20
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    zbMATH DE Number
    6722977
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    arXiv ID
    1604.04057
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    OpenAlex ID
    W2963415493
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