Mean-field backward–forward stochastic differential equations and nonzero sum stochastic differential games (Q3384670): Difference between revisions

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Latest revision as of 08:36, 30 July 2024

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Mean-field backward–forward stochastic differential equations and nonzero sum stochastic differential games
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    Mean-field backward–forward stochastic differential equations and nonzero sum stochastic differential games (English)
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    17 December 2021
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    mean-field
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    nonlinear diffusion process
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    backward SDEs
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    optimal control
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    nonzero-sum game
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    open loop Nash equilibrium
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