Competition versus Cooperation: A Class of Solvable Mean Field Impulse Control Problems
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Publication:5158384
DOI10.1137/20M1373372zbMath1471.91027arXiv2010.06452OpenAlexW3207105873MaRDI QIDQ5158384
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Publication date: 22 October 2021
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.06452
diffusion processesoptimal harvestingmean field gamesmean field type controlstochastic impulse control
Optimal stochastic control (93E20) Impulsive optimal control problems (49N25) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)
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General optimal stopping with linear cost ⋮ Nonparametric learning for impulse control problems -- exploration vs. exploitation ⋮ Impulse control of conditional McKean-Vlasov jump diffusions
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