Singular mean-field control games (Q4588297)

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scientific article; zbMATH DE number 6802181
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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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