Individual and mass behavior in large population forward–backward stochastic control problems: Centralized and Nash equilibrium solutions (Q5159842)
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: Individual and mass behavior in large population forward–backward stochastic control problems: Centralized and Nash equilibrium solutions |
scientific article; zbMATH DE number 7416045
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Individual and mass behavior in large population forward–backward stochastic control problems: Centralized and Nash equilibrium solutions |
scientific article; zbMATH DE number 7416045 |
Statements
Individual and mass behavior in large population forward–backward stochastic control problems: Centralized and Nash equilibrium solutions (English)
0 references
28 October 2021
0 references
\(\epsilon\)-Nash equilibrium
0 references
decentralized control
0 references
forward-backward stochastic differential equation
0 references
large-population system
0 references
mean-field LQG games
0 references
