A Tale of a Principal and Many, Many Agents (Q5219725)

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scientific article; zbMATH DE number 7179969
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A Tale of a Principal and Many, Many Agents
scientific article; zbMATH DE number 7179969

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    A Tale of a Principal and Many, Many Agents (English)
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    12 March 2020
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    moral hazard
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    mean-field games
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    McKean-Vlasov SDEs
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    mean-field FBSDEs
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    infinite dimensional HJB equations
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