Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Discrete time McKean-Vlasov control problem: a dynamic programming
  approach   We consider the stochastic optimal control problem of nonlinear mean-field
systems in discrete time. We reformulate the problem into a deterministic
control problem with marginal distribution as controlled state variable, and
prove that dynamic programming principle holds in its general form. We apply
our method for solving explicitly the mean-variance portfolio selection and the
multivariate linear-quadratic McKean-Vlasov control problem.

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The categories of this paper are: cond-mat
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The categories of this paper are: chem-ph
9
The categories of this paper are: nlin
17
The categories of this paper are: q-fin
37
The categories of this paper are: supr-con
21
The categories of this paper are: adap-org
31
The categories of this paper are: ao-sci
12
The categories of this paper are: nucl-th
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The categories of this paper are: hep-th
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The categories of this paper are: patt-sol
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The categories of this paper are: astro-ph
22
The categories of this paper are: chao-dyn
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The categories of this paper are: comp-gas
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The categories of this paper are: acc-phys
36
The categories of this paper are: cmp-lg
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The categories of this paper are: stat