Viscosity Solutions to Master Equations

Jianfeng Zhang

University of Southern California


Master equation is a powerful tool for studying McKean-Vlasov dynamics where the distribution of the state process enters the coefficients directly, with particular applications including mean field games and stochastic... [ view full abstract ]


WE-PL-A1 » Jianfeng Zhang (09:00 - Wednesday, 18th July, Burke Theater - Chairman Lane Hughston)