Optimal control and zero-sum stochastic differential game problems of mean-field type (Q2187335)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control and zero-sum stochastic differential game problems of mean-field type |
scientific article |
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Optimal control and zero-sum stochastic differential game problems of mean-field type (English)
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2 June 2020
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mean-field
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nonlinear diffusion process
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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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