Mean field control and finite agent approximation for regime-switching jump diffusions
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Publication:6166349
DOI10.1007/s00245-023-10015-3zbMath1518.35223arXiv2109.09134MaRDI QIDQ6166349
Prakash Chakraborty, Alekos Cecchin, Erhan Bayraktar
Publication date: 6 July 2023
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2109.09134
Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21)
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