A probabilistic approach to mean field games with major and minor players (Q303957)
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scientific article; zbMATH DE number 6618834
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A probabilistic approach to mean field games with major and minor players |
scientific article; zbMATH DE number 6618834 |
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A probabilistic approach to mean field games with major and minor players (English)
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23 August 2016
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mean field games
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stochastic control
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McKean-Vlasov diffusion
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stochastic Pontryagin principle
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mean-field interaction
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mean-field forward-backward stochastic differential equation
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