Viscosity solutions for mean field optimal switching with a two-time-scale Markov chain

MaRDI QIDQ6530246arXivFDO

Authors Tian Chen, Guanxu Li, Zhen Wu

Published in arXiv

Mathematics Subject Classification ID

PDEs in connection with mean field game theory (35Q89) Variational inequalities (49J40) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Mean field games and control (49N80) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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