Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Bellman equation and viscosity solutions for mean-field stochastic control problem - MaRDI portal

Bellman equation and viscosity solutions for mean-field stochastic control problem (Q3177924)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Bellman equation and viscosity solutions for mean-field stochastic control problem
scientific article

    Statements

    title
    Bellman equation and viscosity solutions for mean-field stochastic control problem (English)
    0 references
    author
    Huyên Pham
    0 references
    Xiaoli Wei
    0 references
    publication date
    2 August 2018
    0 references
    zbMATH Keywords
    McKean-Vlasov SDEs
    0 references
    dynamic programming
    0 references
    Bellman equation
    0 references
    Wasserstein space
    0 references
    viscosity solutions
    0 references
    cites work
    Q3378585
    0 references
    Q4663947
    0 references
    Q3236483
    0 references
    Mean field games
    0 references
    Q4226355
    0 references
    Q3358031
    0 references
    Optimal Transport
    0 references

    Identifiers

    DOI
    10.1051/cocv/2017019
    0 references
    Mathematics Subject Classification ID
    93E20
    0 references
    35Q83
    0 references
    60K35
    0 references
    49L20
    0 references
    93C20
    0 references
    60H15
    0 references
    90C39
    0 references
    49L25
    0 references
    zbMATH DE Number
    6912841
    0 references
    OpenAlex ID
    W2962818191
    0 references
    arXiv ID
    1512.07866
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3177924&oldid=36412859"
    Powered by MediaWiki