A Probabilistic Approach to Extended Finite State Mean Field Games (Q5000643): Difference between revisions

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scientific article; zbMATH DE number 7371740
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English
A Probabilistic Approach to Extended Finite State Mean Field Games
scientific article; zbMATH DE number 7371740

    Statements

    A Probabilistic Approach to Extended Finite State Mean Field Games (English)
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    15 July 2021
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    mean field games
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    finite state space
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    weak formulation of optimal control
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    approximative Nash equilibrium
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    Mckean-Vlasov BSDE
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