Boualem Djehiche: Optimal control of mean-field type
Time: Fri 2015-03-06 11.00 - 12.00
Location: Room 3721, Lindstedtsvägen 25, 7th floor, KTH
Participating: Boualem Djehiche
Abstract: I will introduce and review some recent results on optimal control of systems driven by stochastic differential equations of mean-field type. I will also highlight the connection with the so-called mean-field games.