Skip to main navigation
Skip to search
Skip to main content
Princeton University Home
Help & FAQ
Link opens in a new tab
Search content at Princeton University
Home
Profiles
Research units
Facilities
Projects
Research output
Press/Media
Optimal Control of SDEs of McKean-Vlasov Type
René Carmona
, François Delarue
Operations Research & Financial Engineering
Bendheim Center for Finance
High Meadows Environmental Institute
Mathematics
Princeton Institute for Computational Science and Engineering
Research output
:
Chapter in Book/Report/Conference proceeding
›
Chapter
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Optimal Control of SDEs of McKean-Vlasov Type'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Optimal Control
100%
McKean-Vlasov
100%
Control State
50%
Maximum Principle
50%
Probabilistic Analysis
50%
Probability Measure
50%
Optimal Control Problem
50%
Mean Field Games
50%
Pontryagin
50%
Stochastic Maximum Principle
50%
Solution Characterization
50%
Nonlinear Stochastic Dynamical System
50%
Principles-based
50%
Linear-quadratic Model
50%
Solution Construction
50%
Differential Calculus
50%
Forward-backward Stochastic Differential Equation
50%
Mathematics
Optimal Control Theory
100%
Stochastics
100%
Maximum Principle
100%
Dynamical System
50%
Stochastic Differential Equation
50%
Probability Measure
50%
Optimal Control Problem
50%
Quadratic Model
50%
Differential Calculus
50%