Dynamic programming for mean-field type control
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Publication:5891854
DOI10.1016/j.crma.2014.07.008zbMath1310.90117OpenAlexW2045400766MaRDI QIDQ5891854
Olivier Pironneau, Mathieu Laurière
Publication date: 24 October 2014
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2014.07.008
Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20)
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Uses Software
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