Optimal control and zero-sum stochastic differential game problems of mean-field type
classification
🧮 math.PR
math.OC
keywords
controldifferentialmean-fieldtypeexistencegameoptimalstochastic
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We establish existence of nearly-optimal controls, conditions for existence of an optimal control and a saddle-point for respectively a control problem and zero-sum differential game associated with payoff functionals of mean-field type, under dynamics driven by weak solutions of stochastic differential equations of mean-field type.
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