Laplace principle for large population games with control interaction (Q6204186)

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scientific article; zbMATH DE number 7825643
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Laplace principle for large population games with control interaction
scientific article; zbMATH DE number 7825643

    Statements

    Laplace principle for large population games with control interaction (English)
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    27 March 2024
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    large population games
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    mean field games
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    interaction through controls
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    large deviation principle
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    FBSDE
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    McKean-Vlasov equations
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    concentration of measure
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    PDEs on Wasserstein space
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