$\epsilon$-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents (Q2862471)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | $\epsilon$-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents |
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$\epsilon$-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents (English)
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15 November 2013
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mean field games
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mixed agents
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stochastic dynamic games
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stochastic optimal control
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decentralized control
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stochastic Hamilton-Jacobi-Bellman (SHJB) equation
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stochastic McKean-Vlasov (SMV) equation
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Nash equilibria
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