A Probabilistic Approach to Extended Finite State Mean Field Games (Q5000643)
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scientific article; zbMATH DE number 7371740
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Probabilistic Approach to Extended Finite State Mean Field Games |
scientific article; zbMATH DE number 7371740 |
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A Probabilistic Approach to Extended Finite State Mean Field Games (English)
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15 July 2021
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mean field games
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finite state space
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weak formulation of optimal control
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approximative Nash equilibrium
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Mckean-Vlasov BSDE
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