Dynamic Programming for Mean-Field Type Control
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DOI: 10.1007/s10957-015-0785-x
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References listed on IDEAS
- Olivier Guéant & Pierre Louis Lions & Jean-Michel Lasry, 2011. "Mean Field Games and Applications," Post-Print hal-01393103, HAL.
- Vassili Kolokoltsov & Marianna Troeva & Wei Yang, 2014. "On the Rate of Convergence for the Mean-Field Approximation of Controlled Diffusions with Large Number of Players," Dynamic Games and Applications, Springer, vol. 4(2), pages 208-230, June.
- repec:dau:papers:123456789/7431 is not listed on IDEAS
- Min Shen & Gabriel Turinici, 2012. "Liquidity generated by heterogeneous beliefs and costly estimations," Post-Print hal-00638966, HAL.
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Keywords
Stochastic control; Mean-field game; Hamilton–Jacobi–Bellman;All these keywords.
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