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Singular mean-field control games - MaRDI portal

Singular mean-field control games (Q4588297)

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scientific article; zbMATH DE number 6802181
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English
Singular mean-field control games
scientific article; zbMATH DE number 6802181

    Statements

    title
    Singular mean-field control games (English)
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    author
    Agnès Sulem
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    Yaozhong Hu
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    Bernt Øksendal
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    publication date
    2 November 2017
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    zbMATH Keywords
    optimal singular control
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    mean-field stochastic differential equations
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    Brownian motion
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    Poisson random measures
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    singular mean-field control games
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    stochastic maximum principles
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    Skorohod reflection problem
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    Nash equilibrium
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    Identifiers

    Mathematics Subject Classification ID
    91A15
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    91A23
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    91B38
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    91B55
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    93E20
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    zbMATH DE Number
    6802181
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    OpenAlex ID
    W2643632656
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