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Ergodic control of McKean-Vlasov SDEs and associated Bellman equation - MaRDI portal

Ergodic control of McKean-Vlasov SDEs and associated Bellman equation (Q6166226)

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scientific article; zbMATH DE number 7707933
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Ergodic control of McKean-Vlasov SDEs and associated Bellman equation
scientific article; zbMATH DE number 7707933

    Statements

    Ergodic control of McKean-Vlasov SDEs and associated Bellman equation (English)
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    6 July 2023
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    McKean-Vlasov equations
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    Hamilton-Jacobi-Bellman equations
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    viscosity solutions
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    ergodic control
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