Fokker-Planck equations of jumping particles and mean field games of impulse control

Annales de l'Institut Henri Poincare (C) Analyse Non Lineaire

Volumn 37, Issue 5, 2020, Pages 1211-1244

  Bertucci, Charles ^a  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

Author keywords

Fokker Planck equations; Impulse control; Mean field games; Partial differential equations

Indexed keywords

DENSITY OF PARTICLES; IMPULSE CONTROL; IMPULSE CONTROL PROBLEM; MEAN FIELD GAMES; OPTIMAL POLICIES;

FOKKER PLANCK EQUATION;

EID: 85084698838     PISSN: 02941449     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.anihpc.2020.04.006     Document Type: Article

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