Mean field games with common noise (Q504247)

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Mean field games with common noise
scientific article

    Statements

    title
    Mean field games with common noise (English)
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    author
    François Delarue
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    Daniel Lacker
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    René A. Carmona
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    publication date
    13 January 2017
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    zbMATH Keywords
    mean field games
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    stochastic optimal control
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    McKean-Vlasov equations
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    weak solutions
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    relaxed controls
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    Identifiers

    DOI
    10.1214/15-AOP1060
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    Mathematics Subject Classification ID
    91A15
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    91A23
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    93E20
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    60H10
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    zbMATH DE Number
    6674837
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    arXiv ID
    1407.6181
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