The mean field optimal switching problem: variational inequality approach

DOI10.3934/mcrf.2023029zbMATH Open1545.49038MaRDI QIDQ6588548

Guanxu Li, Zhen Wu

Publication date: 16 August 2024

Published in: Mathematical Control and Related Fields (Search for Journal in Brave)

zbMATH Keywords

dynamic programmingvariational inequalityMcKean-Vlasov SDEsrandomized switchingmean field optimal switching

Mathematics Subject Classification ID

Variational inequalities (49J40) Dynamic programming (90C39) Applications of stochastic analysis (to PDEs, etc.) (60H30) PDEs in connection with control and optimization (35Q93) Mean field games and control (49N80) PDEs in connection with mean field game theory (35Q89)

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