Dynamic Programming Equation for the Mean Field Optimal Stopping Problem

Mehdi Talbi, Nizar Touzi, Jianfeng Zhang. Dynamic Programming Equation for the Mean Field Optimal Stopping Problem. SIAM J. Control and Optimization, 61(4):2140-2164, August 2023. [doi]

Authors

Mehdi Talbi

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Nizar Touzi

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Jianfeng Zhang

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