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20172020
most citedA symmetry-adapted numerical scheme for SDEs

7 citations · 10 across the 3 of their papers we have counts for

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math.PR2020

Mean-field limit for a class of stochastic ergodic control problems

Sergio Albeverio, Francesco C. De Vecchi, Andrea Romano +1

We study a family of McKean-Vlasov (mean-field) type ergodic optimal control problems with linear control, and quadratic dependence on control of the cost function. For this class…