Mean-Field Limit for a Class of Stochastic Ergodic Control Problems

Sergio Albeverio, Francesco C. De Vecchi, Andrea Romano, Stefania Ugolini. Mean-Field Limit for a Class of Stochastic Ergodic Control Problems. SIAM J. Control and Optimization, 60(1):479-504, 2022. [doi]

Abstract

Abstract is missing.