Control and optimal stopping mean field games: a linear programming approach (Q2076633)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7478683
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Control and optimal stopping mean field games: a linear programming approach |
scientific article; zbMATH DE number 7478683 |
Statements
Control and optimal stopping mean field games: a linear programming approach (English)
0 references
22 February 2022
0 references
continuous control
0 references
controlled/stopped martingale problem
0 references
infinite-dimensional linear programming
0 references
mean-field games
0 references
optimal stopping
0 references
relaxed solutions
0 references
0 references
0 references
0 references
0.8350978493690491
0 references
0.8350059390068054
0 references
0.7953854203224182
0 references
0.7897719144821167
0 references
0.7889896035194397
0 references