On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players (Q2514577): Difference between revisions

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Property / author: Wei Yang / rank
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Latest revision as of 16:04, 9 July 2024

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On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players
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    On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players (English)
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    3 February 2015
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    nonlinear diffusion
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    kinetic equation
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    forward-backward system
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    dynamic law of large numbers
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    rates of convergence
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    tagged particle
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    \(\epsilon\)-Nash equilibrium
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