Singular mean-field control games (Q4588297)
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scientific article; zbMATH DE number 6802181
Language | Label | Description | Also known as |
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English | Singular mean-field control games |
scientific article; zbMATH DE number 6802181 |
Statements
Singular mean-field control games (English)
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2 November 2017
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optimal singular control
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mean-field stochastic differential equations
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Brownian motion
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Poisson random measures
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singular mean-field control games
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stochastic maximum principles
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Skorohod reflection problem
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Nash equilibrium
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