BSDEs in games, coupled with the value functions, associated nonlocal Bellman-Isaacs equations (Q1752105)
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scientific article; zbMATH DE number 6873914
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| English | BSDEs in games, coupled with the value functions, associated nonlocal Bellman-Isaacs equations |
scientific article; zbMATH DE number 6873914 |
Statements
BSDEs in games, coupled with the value functions, associated nonlocal Bellman-Isaacs equations (English)
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25 May 2018
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dynamic programming principle
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mean-field BSDE
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viscosity solution
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coupled nonlocal HJB-Isaacs equation
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0.8581401109695435
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0.8333336710929871
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0.8315587043762207
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0.8304344415664673
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