Near Optimality of Stochastic Control for Singularly Perturbed McKean--Vlasov Systems (Q5039273)
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scientific article; zbMATH DE number 7600090
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Near Optimality of Stochastic Control for Singularly Perturbed McKean--Vlasov Systems |
scientific article; zbMATH DE number 7600090 |
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Near Optimality of Stochastic Control for Singularly Perturbed McKean--Vlasov Systems (English)
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12 October 2022
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stochastic control
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McKean-Vlasov diffusion
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singular perturbation
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weak convergence
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martingale method
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near optimality
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