On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players
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Publication:2514577
DOI10.1007/s13235-013-0095-6zbMath1314.91020OpenAlexW2077233700MaRDI QIDQ2514577
Vassili N. Kolokol'tsov, M. S. Troeva, Wei Yang
Publication date: 3 February 2015
Published in: Dynamic Games and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13235-013-0095-6
rates of convergencekinetic equationnonlinear diffusionforward-backward systemtagged particle\(\epsilon\)-Nash equilibriumdynamic law of large numbers
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