Mean field games with common noise (Q504247): Difference between revisions

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Property / author: René A. Carmona / rank
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Property / Mathematics Subject Classification ID: 91A15 / rank
 
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mean field games
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stochastic optimal control
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weak solutions
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Latest revision as of 08:26, 30 July 2024

scientific article
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English
Mean field games with common noise
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    Mean field games with common noise (English)
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    13 January 2017
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    mean field games
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    stochastic optimal control
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    McKean-Vlasov equations
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    weak solutions
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    relaxed controls
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