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A Probabilistic Approach to Extended Finite State Mean Field Games - MaRDI portal

A Probabilistic Approach to Extended Finite State Mean Field Games (Q5000643)

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scientific article; zbMATH DE number 7371740
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English
A Probabilistic Approach to Extended Finite State Mean Field Games
scientific article; zbMATH DE number 7371740

    Statements

    title
    A Probabilistic Approach to Extended Finite State Mean Field Games (English)
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    author
    Peiqi Wang
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    René A. Carmona
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    publication date
    15 July 2021
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    zbMATH Keywords
    mean field games
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    finite state space
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    weak formulation of optimal control
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    approximative Nash equilibrium
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    Mckean-Vlasov BSDE
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    cites work
    Q2807034
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    Q4323296
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    Q5526460
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    Q3908230
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    Q3774629
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    Mean field games
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    Identifiers

    Mathematics Subject Classification ID
    49N80
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    49K45
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    91A16
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    91A60
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    zbMATH DE Number
    7371740
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    OpenAlex ID
    W3135174634
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    arXiv ID
    1808.07635
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