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Dynamic Programming Equation for the Mean Field Optimal Stopping Problem - MaRDI portal

Dynamic Programming Equation for the Mean Field Optimal Stopping Problem (Q6173820)

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scientific article; zbMATH DE number 7712218
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Dynamic Programming Equation for the Mean Field Optimal Stopping Problem
scientific article; zbMATH DE number 7712218

    Statements

    title
    Dynamic Programming Equation for the Mean Field Optimal Stopping Problem (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
    13 July 2023
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    zbMATH Keywords
    mean field optimal stopping
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    McKean-Vlasov SDEs
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    dynamic programming
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    cites work
    Q5560061
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    Q3925594
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    Q4039796
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    Optimal Stopping Rules
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    Identifiers

    arXiv ID
    2103.05736
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    DOI
    10.1137/21m1404259
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    Mathematics Subject Classification ID
    60G40
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    49N80
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    35Q89
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    90C39
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    zbMATH DE Number
    7712218
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