Wellposedness of Mean Field Games with Common Noise under a Weak Monotonicity Condition (Q3462516)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wellposedness of Mean Field Games with Common Noise under a Weak Monotonicity Condition |
scientific article |
Statements
Wellposedness of Mean Field Games with Common Noise under a Weak Monotonicity Condition (English)
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15 January 2016
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mean field games
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common noise
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forward-backward stochastic differential equations
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stochastic maximum principle
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