Numerical method for FBSDEs of McKean-Vlasov type (Q2415510)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical method for FBSDEs of McKean-Vlasov type |
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Numerical method for FBSDEs of McKean-Vlasov type (English)
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22 May 2019
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McKean-Vlasov
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master equation
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forward-backward SDE
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mean field games
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numerical approximation
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