1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.PR2017
On the solution of two-sided fractional ordinary differential equations of Caputo type
Ma. Elena Hernández-Hernández, Vassili N. Kolokoltsov
This paper provides well-posedness results and stochastic representations for the solutions to equations involving both the right- and the left-sided generalized operators of Caput…
math.OC2014
A 1/n Nash equilibrium for non-linear Markov games of mean-field-type on finite state space
Rani Basna, Astrid Hilbert, Vassili N. Kolokoltsov
We investigate mean field games for players, who are weakly coupled via their empirical measure. To this end we investigate time-dependent pure jump type propagators over a finite…
math.OC2012★ 1 cited
Controlled Continuous Time Random Walks and fractional Hamilton Jacobi Bellman equations
V. Kolokoltsov, M. Veretennikova
In this paper we study controlled continuous time random walks (CTRWs) and heuristically derive pay-off function dynamic programming (DP) equations which turn in the limit of stand…