Control problem on space of random variables and master equation (Q5107913)
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scientific article; zbMATH DE number 7194549
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Control problem on space of random variables and master equation |
scientific article; zbMATH DE number 7194549 |
Statements
Control problem on space of random variables and master equation (English)
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29 April 2020
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mean field theory
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master equations
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Wasserstein space
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random forward-backward differential equations
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linear quadratic setting
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