Optimal control and zero-sum games for Markov chains of mean-field type (Q2280176)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control and zero-sum games for Markov chains of mean-field type |
scientific article |
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Optimal control and zero-sum games for Markov chains of mean-field type (English)
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18 December 2019
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mean-field
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nonlinear Markov chain
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backward sdes
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optimal control
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zero-sum game
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saddle point
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stochastic maximum principle
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thinning
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