Viscosity Solutions for Controlled McKean-Vlasov Jump-Diffusions - researchr publication authors

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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 and Optimization, 58(3):1676-1699, 2020. [doi]

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