Optimal control of conditioned processes with feedback controls

Author:

Achdou Yves,Laurière Mathieu,Lions Pierre-Louis

Funder

Agence Nationale de la Recherche

Publisher

Elsevier BV

Subject

Applied Mathematics,General Mathematics

Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Policy Iteration Method for Time-Dependent Mean Field Games Systems with Non-separable Hamiltonians;Applied Mathematics & Optimization;2023-01-13

2. Rates of convergence for the policy iteration method for Mean Field Games systems;Journal of Mathematical Analysis and Applications;2022-08

3. Quasistationary distributions and ergodic control problems;Stochastic Processes and their Applications;2022-03

4. Optimal Control of Stochastic Differential Equations via Fokker–Planck Equations;Applied Mathematics & Optimization;2021-07-20

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