Reisinger, Christoph; Stockinger, Wolfgang; Zhang, Yufei A fast iterative PDE-based algorithm for feedback controls of nonsmooth mean-field control problems. (English) Zbl 07906813 SIAM J. Sci. Comput. 46, No. 4, A2737-A2773 (2024). MSC: 49N80 49N35 60H35 35Q93 93A16 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bezemek, Z. W.; Heldman, M. Importance sampling for the empirical measure of weakly interacting diffusions. (English) Zbl 1530.60027 Appl. Math. Optim. 89, No. 1, Paper No. 7, 59 p. (2024). Reviewer: Fraser Daly (Edinburgh) MSC: 60F10 60F05 65C05 35F21 × Cite Format Result Cite Review PDF Full Text: DOI arXiv