\(\epsilon\)-Nash mean field game theory for nonlinear stochastic dynamical systems with major and minor agents (Q2862471)
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scientific article; zbMATH DE number 6227466
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(\epsilon\)-Nash mean field game theory for nonlinear stochastic dynamical systems with major and minor agents |
scientific article; zbMATH DE number 6227466 |
Statements
15 November 2013
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mean field games
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mixed agents
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stochastic dynamic games
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stochastic optimal control
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decentralized control
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stochastic Hamilton-Jacobi-Bellman (SHJB) equation
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stochastic McKean-Vlasov (SMV) equation
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Nash equilibria
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0.92556536
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0.9110506
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0.90881246
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0.89916015
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0.89397067
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0.8898753
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\(\epsilon\)-Nash mean field game theory for nonlinear stochastic dynamical systems with major and minor agents (English)
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