Discrete time McKean-Vlasov control problem: a dynamic programming approach (Q520347)
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scientific article; zbMATH DE number 6699608
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| English | Discrete time McKean-Vlasov control problem: a dynamic programming approach |
scientific article; zbMATH DE number 6699608 |
Statements
Discrete time McKean-Vlasov control problem: a dynamic programming approach (English)
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3 April 2017
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McKean-Vlasov equation
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stochastic optimal control problem
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dynamic programming
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calculus of variations
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mean-variance portfolio selection
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0.8662130236625671
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0.8565845489501953
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0.852292001247406
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0.8336817026138306
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0.8311936259269714
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