Bellman equation and viscosity solutions for mean-field stochastic control problem

Author: Pham Huyên   Wei Xiaoli  

Publisher: Edp Sciences

E-ISSN: 1262-3377|24|1|437-461

ISSN: 1292-8119

Source: ESAIM: Control, Optimisation and Calculus of Variations, Vol.24, Iss.1, 2018-05, pp. : 437-461

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Abstract