Particle Approximation for Conditional Control with Soft Killing

MaRDI QIDQ7175456arXivFDO

Authors René Carmona, Samuel Daudin

Publication date 2025

Published in arXiv

Mathematics Subject Classification ID

PDEs in connection with mean field game theory (35Q89) Optimal stochastic control (93E20)

arXiv classification

math.OC

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