An Algebraic Convergence Rate for the Optimal Control of McKean–Vlasov Dynamics
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Publication:6071808
DOI10.1137/22m1486789arXiv2203.14554OpenAlexW4283463544MaRDI QIDQ6071808
Pierre Cardaliaguet, Joe Jackson, Panagiotis E. Souganidis, Samuel Daudin
Publication date: 29 November 2023
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2203.14554
Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Algebraic methods (93B25)
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