McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations
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Publication:5870359
DOI10.1287/moor.2021.1232zbMath1505.93284arXiv2001.00925OpenAlexW2998122242MaRDI QIDQ5870359
Xiaolu Tan, Dylan Possamaï, Mao Fabrice Djete
Publication date: 9 January 2023
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.00925
Interacting random processes; statistical mechanics type models; percolation theory (60K35) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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