Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics (Q5737639)
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scientific article; zbMATH DE number 6722977
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics |
scientific article; zbMATH DE number 6722977 |
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Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics (English)
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24 May 2017
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stochastic McKean-Vlasov SDEs
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dynamic programming principle
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Bellman equation
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Wasserstein space
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viscosity solutions
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