On the relaxed mean-field stochastic control problem (Q4642385)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the relaxed mean-field stochastic control problem |
scientific article; zbMATH DE number 6871302
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the relaxed mean-field stochastic control problem |
scientific article; zbMATH DE number 6871302 |
Statements
On the relaxed mean-field stochastic control problem (English)
0 references
23 May 2018
0 references
mean-field stochastic differential equation
0 references
relaxed control
0 references
martingale measure
0 references
approximation
0 references
tightness
0 references
weak convergence
0 references
0 references
0 references
0 references
0 references
0.9409599900245668
0 references
0.9247360229492188
0 references
0.8816706538200378
0 references
0.8741406798362732
0 references
0.8477421402931213
0 references