scientific article

Publication date: 19 May 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

dynamic programming stochastic control stochastic differential equations backward stochastic differential equations stochastic maximum principle stochastic differential games mean field games McKean-Vlasov equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic programming in optimal control and differential games (49L20) Differential games and control (49N70) Applications of optimal control and differential games (49N90) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Stochastic games, stochastic differential games (91A15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Existence of optimal solutions to problems involving randomness (49J55)

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