Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (Q2474734)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle |
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Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (English)
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6 March 2008
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stochastic dynamic games
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large populations
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multi-class agents
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interacting particle systems
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statistical physics
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decentralized control
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Hamilton-Jacobi-Bellman equation
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McKean-Vlasov equation
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Nash equilibria
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