Skip to Main content Skip to Navigation
Preprints, Working Papers, ...

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

Yaozhong Hu 1 Bernt Øksendal 2 Agnès Sulem 3
3 MATHRISK - Mathematical Risk handling
Inria Paris-Rocquencourt, UPEM - Université Paris-Est Marne-la-Vallée, ENPC - École des Ponts ParisTech
Document type :
Preprints, Working Papers, ...
Complete list of metadata

https://hal.inria.fr/hal-01108232
Contributor : Martine Verneuille <>
Submitted on : Thursday, January 22, 2015 - 1:38:37 PM
Last modification on : Wednesday, February 26, 2020 - 7:06:15 PM

Links full text

Identifiers

  • HAL Id : hal-01108232, version 1
  • ARXIV : 1406.1863

Collections

Citation

Yaozhong Hu, Bernt Øksendal, Agnès Sulem. Singular mean-field control games with applications to optimal harvesting and investment problems. 2014. ⟨hal-01108232⟩

Share

Metrics

Record views

296