Probabilistic analysis of mean-field games (Q2862443)
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scientific article; zbMATH DE number 6227443
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistic analysis of mean-field games |
scientific article; zbMATH DE number 6227443 |
Statements
15 November 2013
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mean-field games
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McKean-Vlasov forward-backward stochastic differential equations
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propagation of chaos
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stochastic maximum principle
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Probabilistic analysis of mean-field games (English)
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