From finite population optimal stopping to mean field optimal stopping

DOI10.1214/24-aap2064MaRDI QIDQ6620067

[[Person:6107858|Author name not available (Why is that?)]], Jianfeng Zhang, Nizar Touzi

Publication date: 16 October 2024

Published in: The Annals of Applied Probability (Search for Journal in Brave)

obstacle problems viscosity solutions propagation of chaos mean field optimal stopping

Stopping times; optimal stopping problems; gambling theory (60G40) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Mean field games and control (49N80) PDEs in connection with mean field game theory (35Q89)

Cites Work

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