\(N\)-player games and mean-field games with absorption (Q1617124): Difference between revisions

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\(N\)-player games and mean-field games with absorption
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    \(N\)-player games and mean-field games with absorption (English)
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    7 November 2018
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    mean-field game
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    Nash equilibrium
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    McKean-Vlasov limit
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    absorbing boundary
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    weak convergence
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    martingale problem
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    optimal control
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