The Master Equation for Large Population Equilibriums
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Publication:5374157
DOI10.1007/978-3-319-11292-3_4zbMath1391.92036arXiv1404.4694OpenAlexW1889717498MaRDI QIDQ5374157
François Delarue, René A. Carmona
Publication date: 9 April 2018
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1404.4694
Games with infinitely many players (91A07) Population dynamics (general) (92D25) Stochastic games, stochastic differential games (91A15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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