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Zero-sum stochastic differential games of generalized McKean-Vlasov type - MaRDI portal

Zero-sum stochastic differential games of generalized McKean-Vlasov type (Q2274021)

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Zero-sum stochastic differential games of generalized McKean-Vlasov type
scientific article

    Statements

    title
    Zero-sum stochastic differential games of generalized McKean-Vlasov type (English)
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    author
    Andrea Cosso
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    Huyên Pham
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    publication date
    19 September 2019
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    zbMATH Keywords
    zero-sum differential game
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    McKean-Vlasov stochastic differential equation
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    dynamic programming
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    master equation
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    viscosity solutions
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    Identifiers

    Mathematics Subject Classification ID
    49N70
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    49L25
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    60K35
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    91A23
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    91A15
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    zbMATH DE Number
    7107205
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    OpenAlex ID
    W2963663636
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    arXiv ID
    1803.07329
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    Wikidata QID
    Q128768022
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