Probabilistic Theory of Mean Field Games with Applications II
DOI10.1007/978-3-319-56436-4zbMath1422.91015OpenAlexW4230008158MaRDI QIDQ5347089
François Delarue, René A. Carmona
Publication date: 22 May 2017
Published in: Probability Theory and Stochastic Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-56436-4
Differential games (aspects of game theory) (91A23) Applications of game theory (91A80) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic games, stochastic differential games (91A15) Optimality conditions for problems involving randomness (49K45) Games of timing (91A55) Mean field games (aspects of game theory) (91A16)
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