Mean Field Game Theory with a Partially Observed Major Agent (Q5298491): Difference between revisions

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Latest revision as of 03:03, 13 July 2024

scientific article; zbMATH DE number 6664052
Language Label Description Also known as
English
Mean Field Game Theory with a Partially Observed Major Agent
scientific article; zbMATH DE number 6664052

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    Mean Field Game Theory with a Partially Observed Major Agent (English)
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    15 December 2016
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    mean field games
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    partially observed stochastic control
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    stochastic Hamilton-Jacobi-Bellman equation
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    Nash equilibria
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    nonlinear filtering
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    backward stochastic differential equations
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    infinite-dimensional stochastic differential equations
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