BSDEs in games, coupled with the value functions, associated nonlocal Bellman-Isaacs equations (Q1752105): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/s0252-9602(17)30087-5 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2742924360 / rank | |||
Normal rank | |||
Latest revision as of 09:32, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDEs in games, coupled with the value functions, associated nonlocal Bellman-Isaacs equations |
scientific article |
Statements
BSDEs in games, coupled with the value functions, associated nonlocal Bellman-Isaacs equations (English)
0 references
25 May 2018
0 references
dynamic programming principle
0 references
mean-field BSDE
0 references
viscosity solution
0 references
coupled nonlocal HJB-Isaacs equation
0 references
