A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection (Q6164094)
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scientific article; zbMATH DE number 7719450
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| English | A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection |
scientific article; zbMATH DE number 7719450 |
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A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection (English)
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26 July 2023
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mean-field control
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state constraints
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neural networks
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McKean-Vlasov dynamics
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probabilistic constraints
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0.8591993
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