Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective
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Publication:5243167
DOI10.1137/18M1196479;zbMath1426.93364arXiv1802.05754MaRDI QIDQ5243167
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Publication date: 15 November 2019
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.05754
Transportation, logistics and supply chain management (90B06) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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