$\epsilon$-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents (Q2862471)

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$\epsilon$-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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