Huyên Pham, Xiaoli Wei. Dynamic Programming for Optimal Control of Stochastic McKean-Vlasov Dynamics. SIAM J. Control and Optimization, 55(2):1069-1101, 2017. [doi]
@article{PhamW17-0,
title = {Dynamic Programming for Optimal Control of Stochastic McKean-Vlasov Dynamics},
author = {Huyên Pham and Xiaoli Wei},
year = {2017},
doi = {10.1137/16M1071390},
url = {https://doi.org/10.1137/16M1071390},
researchr = {https://researchr.org/publication/PhamW17-0},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {55},
number = {2},
pages = {1069-1101},
}