A characterization of sub-game perfect equilibria for SDEs of mean-field type (Q291201): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2062768314 / rank | |||
Normal rank | |||
Revision as of 21:28, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A characterization of sub-game perfect equilibria for SDEs of mean-field type |
scientific article |
Statements
A characterization of sub-game perfect equilibria for SDEs of mean-field type (English)
0 references
7 June 2016
0 references
time-inconsistent stochastic control
0 references
maximum principle
0 references
mean-field SDE
0 references
equilibrium
0 references
mean-field game
0 references
