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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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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