Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (Q2474734)
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scientific article; zbMATH DE number 5244422
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| English | Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle |
scientific article; zbMATH DE number 5244422 |
Statements
Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (English)
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6 March 2008
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stochastic dynamic games
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large populations
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multi-class agents
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interacting particle systems
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statistical physics
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decentralized control
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Hamilton-Jacobi-Bellman equation
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McKean-Vlasov equation
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Nash equilibria
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0.8751038312911987
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0.859492838382721
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0.8517370820045471
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0.8488574624061584
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