Papers
Topics
Authors
Recent
Search
2000 character limit reached

Optimal control and zero-sum stochastic differential game problems of mean-field type

Published 19 Mar 2016 in math.PR and math.OC | (1603.06071v3)

Abstract: We establish existence of nearly-optimal controls, conditions for existence of an optimal control and a saddle-point for respectively a control problem and zero-sum differential game associated with payoff functionals of mean-field type, under dynamics driven by weak solutions of stochastic differential equations of mean-field type.

Summary

No one has generated a summary of this paper yet.

Paper to Video (Beta)

No one has generated a video about this paper yet.

Whiteboard

No one has generated a whiteboard explanation for this paper yet.

Open Problems

We haven't generated a list of open problems mentioned in this paper yet.

Continue Learning

We haven't generated follow-up questions for this paper yet.

Collections

Sign up for free to add this paper to one or more collections.