most citedSingular mean-field control games with applications to optimal harvesting and investment problems

14 citations · 14 across the 1 of their papers we have counts for

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1 paper

math.OC2014★ 14 cited

Singular mean-field control games with applications to optimal harvesting and investment problems

Yaozhong Hu, Bernt Øksendal, Agnès Sulem

This paper studies singular mean field control problems and singular mean field stochastic differential games. Both sufficient and necessary conditions for the optimal controls and…