From the master equation to mean field game limit theory: a central limit theorem (Q2423457)
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scientific article; zbMATH DE number 7068782
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | From the master equation to mean field game limit theory: a central limit theorem |
scientific article; zbMATH DE number 7068782 |
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From the master equation to mean field game limit theory: a central limit theorem (English)
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20 June 2019
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mean field games
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master equation
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Mckean-Vlasov
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interacting particle systems
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common noise
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fluctuations
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central limit theorem
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systemic risk
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