Viscosity solutions for controlled McKean–Vlasov jump-diffusions

Author

Matteo Burzoni, Vincenzo Ignazio, Max Reppen, H. Mete Soner

Publication Year

2020

Type

Journal Article

Journal

SIAM Journal on Control and Optimization

Volume

58

Issue

3

Pages

1676-1699

Type of Article

Journal Article

Documents

McKean-Vlasov with jumps.pdf