A randomisation method for mean-field control problems with common noise (Q6878650)
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scientific article; zbMATH DE number 8141447
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| English | A randomisation method for mean-field control problems with common noise |
scientific article; zbMATH DE number 8141447 |
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A randomisation method for mean-field control problems with common noise (English)
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6 January 2026
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mean-field control
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common noise
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control randomisation
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Poisson process
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backward stochastic differential equation
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randomised dynamic programming principle
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