A Weak Martingale Approach to Linear-Quadratic McKean–Vlasov Stochastic Control Problems
Crossref DOI link: https://doi.org/10.1007/s10957-018-01453-z
Published Online: 2018-12-11
Published Print: 2019-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Basei, Matteo
Pham, Huyên
Funding for this research was provided by:
ANR project CAESARS (ID0EOYAE5139)
Text and Data Mining valid from 2018-12-11
Article History
Received: 8 May 2018
Accepted: 29 November 2018
First Online: 11 December 2018