Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control (Q6100504)

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scientific article; zbMATH DE number 7700211
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Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control
scientific article; zbMATH DE number 7700211

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    Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control (English)
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    22 June 2023
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    jump diffusion
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    common noise
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    conditional McKean-Vlasov differential equation
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    stochastic Fokker-Planck equation
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    linear-quadratic optimal control
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    Hamilton-Jacobi-Bellman (HJB) equation
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