Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics - Archive ouverte HAL
Article Dans Une Revue Transactions of the American Mathematical Society Année : 2018

Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics

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hal-03947536 , version 1 (19-01-2023)

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Erhan Bayraktar, Andrea Cosso, Huyên Pham. Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics. Transactions of the American Mathematical Society, 2018, 370 (3), pp.2115-2160. ⟨10.1090/tran/7118⟩. ⟨hal-03947536⟩
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