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]
@article{TalbiTZ23,
title = {Dynamic Programming Equation for the Mean Field Optimal Stopping Problem},
author = {Mehdi Talbi and Nizar Touzi and Jianfeng Zhang},
year = {2023},
month = {August},
doi = {10.1137/21m1404259},
url = {https://doi.org/10.1137/21m1404259},
researchr = {https://researchr.org/publication/TalbiTZ23},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {61},
number = {4},
pages = {2140-2164},
}