Dynamic optimization of large-population systems with partial information (Q255089): Difference between revisions
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Property / Mathematics Subject Classification ID: 65K10 / rank | |||
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Property / Mathematics Subject Classification ID: 91A25 / rank | |||
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Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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Property / Mathematics Subject Classification ID: 93C41 / rank | |||
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Property / zbMATH DE Number: 6552294 / rank | |||
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dynamic optimization | |||
Property / zbMATH Keywords: dynamic optimization / rank | |||
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forward-backward stochastic differential equation | |||
Property / zbMATH Keywords: forward-backward stochastic differential equation / rank | |||
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large-population system | |||
Property / zbMATH Keywords: large-population system / rank | |||
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mean-field game | |||
Property / zbMATH Keywords: mean-field game / rank | |||
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partial information | |||
Property / zbMATH Keywords: partial information / rank | |||
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Revision as of 12:09, 27 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Dynamic optimization of large-population systems with partial information |
scientific article |
Statements
Dynamic optimization of large-population systems with partial information (English)
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9 March 2016
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dynamic optimization
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forward-backward stochastic differential equation
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large-population system
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mean-field game
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partial information
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