Probabilistic Analysis of Mean-Field Games (Q2862443)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistic Analysis of Mean-Field Games |
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Probabilistic Analysis of Mean-Field Games (English)
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15 November 2013
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mean-field games
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McKean-Vlasov forward-backward stochastic differential equations
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propagation of chaos
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stochastic maximum principle
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