"Viscosity Solutions for Controlled McKean-Vlasov Jump-Diffusions."

Matteo Burzoni et al. (2020)

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DOI: 10.1137/19M1290061

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type: Journal Article

metadata version: 2023-11-12

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Matteo Burzoni, Vincenzo Ignazio, A. Max Reppen, H. Mete Soner:
Viscosity Solutions for Controlled McKean-Vlasov Jump-Diffusions. SIAM J. Control. Optim. 58(3): 1676-1699 (2020)

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