On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players (Q2514577)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players |
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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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