A characterization of sub-game perfect equilibria for SDEs of mean-field type (Q291201): Difference between revisions
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time-inconsistent stochastic control | |||
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maximum principle | |||
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mean-field SDE | |||
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equilibrium | |||
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mean-field game | |||
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Revision as of 19:49, 27 June 2023
scientific article
Language | Label | Description | Also known as |
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English | A characterization of sub-game perfect equilibria for SDEs of mean-field type |
scientific article |
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A characterization of sub-game perfect equilibria for SDEs of mean-field type (English)
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7 June 2016
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time-inconsistent stochastic control
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maximum principle
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mean-field SDE
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equilibrium
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mean-field game
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