Mean field games with common noises and conditional distribution dependent FBSDEs
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Publication:2082269
DOI10.1007/s11401-022-0344-3zbMath1500.91014arXiv2105.11984MaRDI QIDQ2082269
Publication date: 4 October 2022
Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2105.11984
93E20: Optimal stochastic control
60H30: Applications of stochastic analysis (to PDEs, etc.)
49N80: Mean field games and control
91A16: Mean field games (aspects of game theory)
Cites Work
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