Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control (Q6100504)
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scientific article; zbMATH DE number 7700211
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control |
scientific article; zbMATH DE number 7700211 |
Statements
Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control (English)
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22 June 2023
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jump diffusion
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common noise
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conditional McKean-Vlasov differential equation
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stochastic Fokker-Planck equation
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linear-quadratic optimal control
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Hamilton-Jacobi-Bellman (HJB) equation
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