Extended Mean Field Control Problems: Stochastic Maximum...

SIAM Journal on Control and Optimization 2019 / 01 Vol. 57; Iss. 6

Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective

Acciaio, Beatrice, Backhoff-Veraguas, Julio, Carmona, René
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Volume:
57
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/18M1196479
Date:
January, 2019
File:
PDF, 474 KB
2019
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