Limit Theory for Controlled McKean--Vlasov Dynamics
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Publication:5346511
DOI10.1137/16M1095895zbMath1362.93167arXiv1609.08064MaRDI QIDQ5346511
Publication date: 24 May 2017
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.08064
Interacting particle systems in time-dependent statistical mechanics (82C22) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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