An invariance principle in large population stochastic dynamic games
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Publication:2461344
DOI10.1007/s11424-007-9015-4zbMath1280.91020OpenAlexW1968067611WikidataQ126261030 ScholiaQ126261030MaRDI QIDQ2461344
Peter E. Caines, M. Y. Huang, Roland P. Malhamé
Publication date: 27 November 2007
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-007-9015-4
Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25)
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