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ArticleDynamic Programming for Mean-Field Type Control

Mathieu Laurière2015

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Articlebronze2015

Dynamic Programming for Mean-Field Type Control

Mathieu Laurière · Olivier Pironneau

27 citations·0/0 files stored·Journal of Optimization Theory and Applications

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Stochastic processes and financial applications Optimization and Variational Analysis Adaptive Dynamic Programming Control

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References

2007Mean field games 2005Applied Stochastic Control of Jump Diffusions 2013Mean Field Games and Mean Field Type Control Theory 2010Mean Field Games and Applications 2005Computational Methods for Option Pricing 2010A Maximum Principle for SDEs of Mean-Field Type 2012Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE 2015Mean Field Games and systemic risk

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Year2015

Typearticle

Published2015-07-28

VenueJournal of Optimization Theory and Applications

ISSN-L0022-3239

Languageen

Citations27

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s10957-015-0785-x

openalex_workW1027155345

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