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Dynamic optimization problems for mean-field stochastic large-population systems
Work
Year: 2022
Type: article
Abstract: This paper considers dynamic optimization problems for a class of control average meanfield stochastic large-population systems. For each agent, the state system is governed by a linear mean-field sto... more
Source: ESAIM Control Optimisation and Calculus of Variations
Authors Min Li, Na Li, Zhen Wu
Institutions Shandong University, Shandong University of Finance and Economics
Cites: 33
Cited by: 3
Related to: 10
FWCI: 0.769
Citation percentile (by year/subfield): 67.59
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: hybrid
Funders National Natural Science Foundation of China, Natural Science Foundation of Shandong Province, Youth Innovation Technology Project of Higher School in Shandong Province
Grant IDS 61961160732, ZR2019ZD42, 2019KJI011