Mean Field Control and Finite Agent Approximation for Regime-Switching Jump Diffusions
Erhan Bayraktar, Alekos Cecchin, Prakash Chakraborty
Topics & Concepts
Bellman equationMathematicsJumpHamilton–Jacobi–Bellman equationViscosity solutionLimit (mathematics)Optimal controlConvergence (economics)Field (mathematics)Function (biology)InfinityTrajectoryInitial value problemApplied mathematicsJump diffusionState spaceMathematical analysisMathematical optimizationPhysicsPure mathematicsBiologyStatisticsEconomic growthAstronomyEconomicsQuantum mechanicsEvolutionary biologyMathematical Biology Tumor GrowthStochastic processes and financial applicationsAdvanced Mathematical Modeling in Engineering