On the relaxed mean-field stochastic control problem (Q4642385)
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scientific article; zbMATH DE number 6871302
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
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23 May 2018
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mean-field stochastic differential equation
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relaxed control
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martingale measure
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approximation
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tightness
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weak convergence
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