Optimal stopping in mean field games, an obstacle problem approach

Author:

Bertucci Charles

Funder

Fondation CFM pour la recherche

Publisher

Elsevier BV

Subject

Applied Mathematics,General Mathematics

Reference25 articles.

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3. Optimal Control and Viscosity Solutions of Hamilton–Jacobi–Bellman Equations;Bardi,2008

4. Augmented Lagrangian methods for transport optimization, mean field games and degenerate elliptic equations;Benamou;J. Optim. Theory Appl.,2015

5. Applications of Variational Inequalities in Stochastic Control, vol. 12;Bensoussan,2011

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