Dynamic Programming for Mean-Field Type Control

doi:https://doi.org/10.1007/s10957-015-0785-x

Open AccessArticle10.1007/s10957-015-0785-x

Dynamic Programming for Mean-Field Type Control

Mathieu Laurière,Olivier Pironneau-2015-07-28-Journal of Optimization Theory and Applications

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Keywords

Dynamic programmingMathematical optimizationStochastic controlOptimal controlMathematicsStochastic programmingBellman equationHamilton–Jacobi–Bellman equation

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