Approximation of \(N\)-player stochastic games with singular controls by mean field games (Q6164096)
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scientific article; zbMATH DE number 7719452
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| English | Approximation of \(N\)-player stochastic games with singular controls by mean field games |
scientific article; zbMATH DE number 7719452 |
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Approximation of \(N\)-player stochastic games with singular controls by mean field games (English)
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26 July 2023
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stochastic differential game
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\( N\)-player game
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mean field game
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singular control
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bounded velocity
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finite variation
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0.8295314908027649
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0.8290984630584717
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0.8286312818527222
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0.8148301243782043
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0.8070452213287354
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