The mean field optimal switching problem: variational inequality approach (Q6588548)
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scientific article; zbMATH DE number 7897756
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The mean field optimal switching problem: variational inequality approach |
scientific article; zbMATH DE number 7897756 |
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The mean field optimal switching problem: variational inequality approach (English)
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16 August 2024
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mean field optimal switching
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McKean-Vlasov SDEs
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variational inequality
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dynamic programming
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randomized switching
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