Dynamic Programming Equation for the Mean Field Optimal Stopping Problem
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Publication:6173820
DOI10.1137/21m1404259zbMath1515.60113arXiv2103.05736MaRDI QIDQ6173820
Jianfeng Zhang, Unnamed Author, Nizar Touzi
Publication date: 13 July 2023
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.05736
Dynamic programming (90C39) Stopping times; optimal stopping problems; gambling theory (60G40) Mean field games and control (49N80) PDEs in connection with mean field game theory (35Q89)
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