An Optimal Control Derivation of Nonlinear Smoothing Equations
DOI10.1007/978-3-030-51264-4_12zbMath1454.49029arXiv1904.01710OpenAlexW3043859436MaRDI QIDQ5131685
Prashant G. Mehta, Jin-Won Kim
Publication date: 9 November 2020
Published in: Advances in Dynamics, Optimization and Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.01710
Continuous-time Markov processes on general state spaces (60J25) Probability distributions: general theory (60E05) Optimality conditions for problems involving partial differential equations (49K20) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16) Optimal transportation (49Q22) PDEs in connection with mean field game theory (35Q89)
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Cites Work
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