Optimal control and zero-sum games for Markov chains of mean-field type (Q2280176): Difference between revisions

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Latest revision as of 11:12, 28 December 2024

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Optimal control and zero-sum games for Markov chains of mean-field type
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    Optimal control and zero-sum games for Markov chains of mean-field type (English)
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    18 December 2019
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    mean-field
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    nonlinear Markov chain
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    backward sdes
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    optimal control
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    zero-sum game
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    saddle point
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    stochastic maximum principle
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    thinning
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