From the master equation to mean field game limit theory: large deviations and concentration of measure (Q2184816)
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| Language | Label | Description | Also known as |
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| English | From the master equation to mean field game limit theory: large deviations and concentration of measure |
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From the master equation to mean field game limit theory: large deviations and concentration of measure (English)
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29 May 2020
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mean field games
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master equation
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McKean-Vlasov limit
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interacting particle systems
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common noise
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large deviation principle
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concentration of measure
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transport inequalities
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linear-quadratic systems
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systemic risk
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