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Viscosity solutions for mean field optimal switching with a two-time-scale Markov chain (Q6636455)

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scientific article; zbMATH DE number 7942358
Language Label Description Also known as
English
Viscosity solutions for mean field optimal switching with a two-time-scale Markov chain
scientific article; zbMATH DE number 7942358

    Statements

    title
    Viscosity solutions for mean field optimal switching with a two-time-scale Markov chain (English)
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    author
    Tian Chen
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    Guanxu Li
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    Zhen Wu
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    publication date
    12 November 2024
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    zbMATH Keywords
    viscosity solution
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    mean field optimal switching
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    variational inequality
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    Markov chain
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    two-time-scale
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    cites work
    Mean field games
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    Markov Chains
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    49L25
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    49L20
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    zbMATH DE Number
    7942358
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