Dynamic Programming Equation for the Mean Field Optimal Stopping Problem (Q6173820)
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scientific article; zbMATH DE number 7712218
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Programming Equation for the Mean Field Optimal Stopping Problem |
scientific article; zbMATH DE number 7712218 |
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Dynamic Programming Equation for the Mean Field Optimal Stopping Problem (English)
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13 July 2023
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mean field optimal stopping
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McKean-Vlasov SDEs
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dynamic programming
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