Dynamic optimization of large-population systems with partial information (Q255089)
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scientific article; zbMATH DE number 6552294
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| English | Dynamic optimization of large-population systems with partial information |
scientific article; zbMATH DE number 6552294 |
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Dynamic optimization of large-population systems with partial information (English)
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9 March 2016
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dynamic optimization
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forward-backward stochastic differential equation
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large-population system
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mean-field game
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partial information
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