On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players (Q2514577)
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scientific article; zbMATH DE number 6395233
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| English | On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players |
scientific article; zbMATH DE number 6395233 |
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On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players (English)
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3 February 2015
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nonlinear diffusion
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kinetic equation
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forward-backward system
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dynamic law of large numbers
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rates of convergence
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tagged particle
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\(\epsilon\)-Nash equilibrium
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0.8573093414306641
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0.8540264964103699
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0.8442516326904297
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0.843493640422821
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0.839035153388977
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