Compactification in optimal control of McKean‐Vlasov stochastic differential equations (Q5159832)
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scientific article; zbMATH DE number 7415958
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| English | Compactification in optimal control of McKean‐Vlasov stochastic differential equations |
scientific article; zbMATH DE number 7415958 |
Statements
Compactification in optimal control of McKean‐Vlasov stochastic differential equations (English)
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28 October 2021
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approximation
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existence
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martingale measure
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McKean-Vlasov stochastic differential equation
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pathwise uniqueness
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relaxed control
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0.9208123
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0.9203298
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0.91723496
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0.9169234
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0.91638315
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0.91306126
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0.90873134
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0.9081794
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0.90101063
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