Search for dissertations about: "Marco Fuhrman"

Found 1 swedish dissertation containing the words Marco Fuhrman.

  2. 1. Topics in Mean-Field Control and Games for Pure Jump Processes

    Author : Salah Eddine Choutri; Boualem Djehiche; Marco Fuhrman; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

    Abstract : This thesis is the collection of four papers addressing topics in stochastic optimal control, zero-sum games, backward stochastic differential equations, Pontryagin stochastic maximum principle and relaxed stochastic optimal control.In the first two papers, we establish existence of Markov chains of mean-field type, with countable state space and unbounded jump intensities. READ MORE