A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria
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Publication:5042711
DOI10.1090/memo/1379MaRDI QIDQ5042711
Jean-François Chassagneux, François Delarue, Dan Crisan
Publication date: 25 October 2022
Published in: Memoirs of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1411.3009
91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
93E20: Optimal stochastic control
60H30: Applications of stochastic analysis (to PDEs, etc.)
35Q91: PDEs in connection with game theory, economics, social and behavioral sciences
49N80: Mean field games and control
91A16: Mean field games (aspects of game theory)
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