Erratum to: ``Mean field games with common noise

DOI10.1214/20-AOP1432zbMath1470.91032MaRDI QIDQ2212606

François Delarue, Daniel Lacker, René A. Carmona

Publication date: 24 November 2020

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aop/1600826483

zbMATH Keywords

stochastic optimal control; weak solutions; mean field games; relaxed controls; McKean-Vlasov equations

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

91A23: Differential games (aspects of game theory)

93E20: Optimal stochastic control

91A15: Stochastic games, stochastic differential games

Cites Work

• Mean field games with common noise