\(\epsilon\)-Nash mean field game theory for nonlinear stochastic dynamical systems with major and minor agents (Q2862471)

From MaRDI portal





scientific article; zbMATH DE number 6227466
Language Label Description Also known as
default for all languages
No label defined
    English
    \(\epsilon\)-Nash mean field game theory for nonlinear stochastic dynamical systems with major and minor agents
    scientific article; zbMATH DE number 6227466

      Statements

      0 references
      0 references
      15 November 2013
      0 references
      mean field games
      0 references
      mixed agents
      0 references
      stochastic dynamic games
      0 references
      stochastic optimal control
      0 references
      decentralized control
      0 references
      stochastic Hamilton-Jacobi-Bellman (SHJB) equation
      0 references
      stochastic McKean-Vlasov (SMV) equation
      0 references
      Nash equilibria
      0 references
      \(\epsilon\)-Nash mean field game theory for nonlinear stochastic dynamical systems with major and minor agents (English)
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references