Mean field games with common noise (Q504247): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91A15 / rank | |||
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| Property / Mathematics Subject Classification ID: 91A23 / rank | |||
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| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6674837 / rank | |||
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mean field games | |||
| Property / zbMATH Keywords: mean field games / rank | |||
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stochastic optimal control | |||
| Property / zbMATH Keywords: stochastic optimal control / rank | |||
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McKean-Vlasov equations | |||
| Property / zbMATH Keywords: McKean-Vlasov equations / rank | |||
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weak solutions | |||
| Property / zbMATH Keywords: weak solutions / rank | |||
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relaxed controls | |||
| Property / zbMATH Keywords: relaxed controls / rank | |||
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Revision as of 01:08, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean field games with common noise |
scientific article |
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Mean field games with common noise (English)
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13 January 2017
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mean field games
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stochastic optimal control
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McKean-Vlasov equations
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weak solutions
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relaxed controls
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