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"Dynamic Programming Equation for the Mean Field Optimal Stopping Problem."

Mehdi Talbi, Nizar Touzi, Jianfeng Zhang (2023)

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DOI: 10.1137/21M1404259

access: closed

type: Journal Article

metadata version: 2023-08-05

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Mehdi Talbi, Nizar Touzi, Jianfeng Zhang:
Dynamic Programming Equation for the Mean Field Optimal Stopping Problem. SIAM J. Control. Optim. 61(4): 2140-2164 (2023)

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