BSDEs in games, coupled with the value functions, associated nonlocal Bellman-Isaacs equations (Q1752105)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | BSDEs in games, coupled with the value functions, associated nonlocal Bellman-Isaacs equations |
scientific article |
Statements
BSDEs in games, coupled with the value functions, associated nonlocal Bellman-Isaacs equations (English)
0 references
25 May 2018
0 references
dynamic programming principle
0 references
mean-field BSDE
0 references
viscosity solution
0 references
coupled nonlocal HJB-Isaacs equation
0 references