Controlled diffusion mean field games with common noise and McKean-Vlasov second order backward SDEs (Q5034423)
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scientific article; zbMATH DE number 7481230
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| English | Controlled diffusion mean field games with common noise and McKean-Vlasov second order backward SDEs |
scientific article; zbMATH DE number 7481230 |
Statements
Controlled Diffusion Mean Field Games with Common Noise and McKean--Vlasov Second Order Backward SDEs (English)
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25 February 2022
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stochastic control
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Nash equilibrium
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mean field game
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exterior noise
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0.8575694561004639
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0.8527349233627319
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0.8526327013969421
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0.8456144332885742
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0.8390367031097412
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