Dynamic Programming Principles for Mean-Field Controls with Learning

Haotian Gu, Xin Guo 0001, Xiaoli Wei, Renyuan Xu. Dynamic Programming Principles for Mean-Field Controls with Learning. Operations Research, 71(4):1040-1054, July 2023. [doi]

@article{GuGWX23,
  title = {Dynamic Programming Principles for Mean-Field Controls with Learning},
  author = {Haotian Gu and Xin Guo 0001 and Xiaoli Wei and Renyuan Xu},
  year = {2023},
  month = {July},
  doi = {10.1287/opre.2022.2395},
  url = {https://doi.org/10.1287/opre.2022.2395},
  researchr = {https://researchr.org/publication/GuGWX23},
  cites = {0},
  citedby = {0},
  journal = {Operations Research},
  volume = {71},
  number = {4},
  pages = {1040-1054},
}