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]
@article{BurzoniIRS20, title = {Viscosity Solutions for Controlled McKean-Vlasov Jump-Diffusions}, author = {Matteo Burzoni and Vincenzo Ignazio and A. Max Reppen and H. Mete Soner}, year = {2020}, doi = {10.1137/19M1290061}, url = {https://doi.org/10.1137/19M1290061}, researchr = {https://researchr.org/publication/BurzoniIRS20}, cites = {0}, citedby = {0}, journal = {SIAM J. Control and Optimization}, volume = {58}, number = {3}, pages = {1676-1699}, }