Switching diffusions with mean-field interactions: limit results, maximum principle, and non-Markov systems

DOI10.4064/bc122-14zbMath1460.60083OpenAlexW3132623925MaRDI QIDQ4989154

George Yin, Son Luu Nguyen

Publication date: 20 May 2021

Published in: Banach Center Publications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/bc122-14

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Optimal stochastic control (93E20) Diffusion processes (60J60) Continuous-time Markov processes on discrete state spaces (60J27)

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