Extended mean field control problem: a propagation of chaos result
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Publication:2119694
DOI10.1214/21-EJP726zbMath1492.93195arXiv2006.12996OpenAlexW3036153812MaRDI QIDQ2119694
Publication date: 30 March 2022
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.12996
Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Fokker-Planck equations (35Q84)
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Uses Software
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