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Showing 1 to 2 of 2 for “"singular control problems"”.
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The Importance of the Riemann-Hilbert Problem to Solve a Class of Optimal Control Problems
Optimal control problems can in many cases become complicated and difficult to solve. One particular class of difficult control problems to solve are singular control problems. Standard methods for solving optimal control are discussed showing why those methods are difficult to apply to singular …
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COARSE CORRELATED EQUILIBRIA IN CONTINUOUS-TIME MEAN FIELD GAMES
… different framework is considered and different problems are addressed, each requiring specific methodologies. In particular, the first chapter presents abstract results on the existence of CCEs in MFGs and on the approximation of CCEs in the underlying N-player games by means of the former ones. …