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Viscosity Solutions for Obstacle Problems on Wasserstein Space - MaRDI portal

Viscosity Solutions for Obstacle Problems on Wasserstein Space (Q6107859)

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scientific article; zbMATH DE number 7704040
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Viscosity Solutions for Obstacle Problems on Wasserstein Space
scientific article; zbMATH DE number 7704040

    Statements

    title
    Viscosity Solutions for Obstacle Problems on Wasserstein Space (English)
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    author
    Q6107858
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    Nizar Touzi
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    Jianfeng Zhang
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    publication date
    28 June 2023
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    zbMATH Keywords
    mean field optimal stopping
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    obstacle problems
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    viscosity solutions
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    cites work
    Q3925594
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    Q4255465
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    Q3977387
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    Optimal Stopping Rules
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    Identifiers

    arXiv ID
    2203.17162
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    Mathematics Subject Classification ID
    60G40
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    35Q89
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    49N80
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    49L25
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    60H30
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    zbMATH DE Number
    7704040
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    OpenAlex ID
    W4226526072
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    DOI
    10.1137/22M1488119
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