An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101)
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scientific article; zbMATH DE number 7771778
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix |
scientific article; zbMATH DE number 7771778 |
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An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (English)
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29 November 2023
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dynamic programming/optimal control
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time inconsistency
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ambiguous covariance matrix
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McKean-Vlasov dynamics
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extended dynamic programming
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Bellman-Isaacs PDE system
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