Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics

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Publication:4600443

DOI10.1090/tran/7118zbMath1381.93102arXiv1606.08204OpenAlexW2464868715MaRDI QIDQ4600443

Erhan Bayraktar, Huyên Pham, Andrea Cosso

Publication date: 9 January 2018

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.08204




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