Control and optimal stopping mean field games: a linear programming approach (Q2076633)

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Control and optimal stopping mean field games: a linear programming approach
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    Control and optimal stopping mean field games: a linear programming approach (English)
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    22 February 2022
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    continuous control
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    controlled/stopped martingale problem
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    infinite-dimensional linear programming
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    mean-field games
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    optimal stopping
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    relaxed solutions
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