The master equation in mean field theory
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Publication:2344557
DOI10.1016/j.matpur.2014.11.005zbMath1325.35232arXiv1404.4150OpenAlexW2138405426WikidataQ110475435 ScholiaQ110475435MaRDI QIDQ2344557
Jens Frehse, Sheung Chi Phillip Yam, Alain Bensoussan
Publication date: 15 May 2015
Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1404.4150
Differential games and control (49N70) (n)-person games, (n>2) (91A06) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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