Stochastic recursive optimal control of McKean-Vlasov type: a viscosity solution approach (Q6615817)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic recursive optimal control of McKean-Vlasov type: a viscosity solution approach |
scientific article; zbMATH DE number 7923494
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic recursive optimal control of McKean-Vlasov type: a viscosity solution approach |
scientific article; zbMATH DE number 7923494 |
Statements
Stochastic recursive optimal control of McKean-Vlasov type: a viscosity solution approach (English)
0 references
8 October 2024
0 references
dynamic programming principle
0 references
forward-backward McKean-Vlasov stochastic differential equations
0 references
Hamilton-Jacobi-Bellman equation
0 references
Wasserstein space
0 references
value function
0 references
viscosity solutions
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
