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Dynamic programming for mean-field type control - MaRDI portal

Dynamic programming for mean-field type control (Q5890824)

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scientific article; zbMATH DE number 6600351
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English
Dynamic programming for mean-field type control
scientific article; zbMATH DE number 6600351

    Statements

    title
    Dynamic programming for mean-field type control (English)
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    author
    Mathieu Laurière
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    Olivier Pironneau
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    publication date
    1 July 2016
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    zbMATH Keywords
    stochastic control
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    mean-field game
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    Hamilton-Jacobi-Bellman
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    cites work
    Q4255599
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    Mean field games
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    Identifiers

    Mathematics Subject Classification ID
    35Q93
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    37N35
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    49J20
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    zbMATH DE Number
    6600351
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    OpenAlex ID
    W1027155345
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