Mean-field backward–forward stochastic differential equations and nonzero sum stochastic differential games (Q3384670): Difference between revisions
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Revision as of 08:03, 25 June 2024
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English | Mean-field backward–forward stochastic differential equations and nonzero sum stochastic differential games |
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Mean-field backward–forward stochastic differential equations and nonzero sum stochastic differential games (English)
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17 December 2021
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mean-field
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nonlinear diffusion process
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backward SDEs
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optimal control
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nonzero-sum game
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open loop Nash equilibrium
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