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Mean Field Control and Mean Field Game Models with Several Populations - MaRDI portal

Mean Field Control and Mean Field Game Models with Several Populations (Q4644815)

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scientific article; zbMATH DE number 6998833
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Mean Field Control and Mean Field Game Models with Several Populations
scientific article; zbMATH DE number 6998833

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    9 January 2019
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    mean field type control problems
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    mean field games
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    master equation
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    Hamilton-Jacobi-Bellman equation
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    linear quadratic problems
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    math.OC
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