Dynamic optimization problems for mean-field stochastic large-population systems (Q5093804)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Dynamic optimization problems for mean-field stochastic large-population systems |
scientific article; zbMATH DE number 7565648
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic optimization problems for mean-field stochastic large-population systems |
scientific article; zbMATH DE number 7565648 |
Statements
Dynamic optimization problems for mean-field stochastic large-population systems (English)
0 references
1 August 2022
0 references
mean-field stochastic differential equation
0 references
mean-field game
0 references
stochastic Hamiltonian system
0 references
Riccati equation
0 references
\(\epsilon\)-Nash equilibrium
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
