Dynamic programming for mean-field type control (Q5890824)
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scientific article; zbMATH DE number 6600351
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic programming for mean-field type control |
scientific article; zbMATH DE number 6600351 |
Statements
Dynamic programming for mean-field type control (English)
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1 July 2016
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stochastic control
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mean-field game
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Hamilton-Jacobi-Bellman
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