Julien Claisse
- Optimal control of branching diffusion processes: a finite horizon\n problem
2015/11/20 by Julien Claisse, Claisse, Julien · 3 citations
Economics, Econometrics and Finance · Mathematics · #49L25 #60J60 #60J70 #60J80 #60J85 #FOS: Mathematics #Mathematical Biology Tumor Growth #Optimization and Control (math.OC) #Primary 93E20 #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #secondary 49L20
- Mean Field Games with Branching
2019/12/26 by Julien Claisse, Zhenjie Ren, Claisse, Julien +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #60J80 #91A13 #93E20 #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics