Individual and mass behavior in large population forward–backward stochastic control problems: Centralized and Nash equilibrium solutions (Q5159842)
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scientific article; zbMATH DE number 7416045
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Individual and mass behavior in large population forward–backward stochastic control problems: Centralized and Nash equilibrium solutions |
scientific article; zbMATH DE number 7416045 |
Statements
Individual and mass behavior in large population forward–backward stochastic control problems: Centralized and Nash equilibrium solutions (English)
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28 October 2021
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\(\epsilon\)-Nash equilibrium
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decentralized control
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forward-backward stochastic differential equation
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large-population system
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mean-field LQG games
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