Computation of mean field equilibria in economics (Q3560032)

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scientific article; zbMATH DE number 5709636
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    Computation of mean field equilibria in economics
    scientific article; zbMATH DE number 5709636

      Statements

      COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS (English)
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      19 May 2010
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      mean field games
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      Hamilton-Jacobi-Bellman equation
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      Kolmogorov equation
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