A probabilistic approach to mean field games with major and minor players (Q303957)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A probabilistic approach to mean field games with major and minor players |
scientific article |
Statements
A probabilistic approach to mean field games with major and minor players (English)
0 references
23 August 2016
0 references
mean field games
0 references
stochastic control
0 references
McKean-Vlasov diffusion
0 references
stochastic Pontryagin principle
0 references
mean-field interaction
0 references
mean-field forward-backward stochastic differential equation
0 references
0 references
0 references
0 references
0 references
