Linear-quadratic McKean-Vlasov stochastic differential games (Q2337438)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-quadratic McKean-Vlasov stochastic differential games |
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Linear-quadratic McKean-Vlasov stochastic differential games (English)
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20 November 2019
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multi-player stochastic differential games
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linear McKean-Vlasov dynamics
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weak martingale optimality principle
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Riccati ordinary differential equations
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linear mean-field backward stochastic differential equations
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