Bellman equation and viscosity solutions for mean-field stochastic control problem (Q3177924)
From MaRDI portal
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
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
0 references
0 references
0 references
