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The Master Equation in a bounded domain with Neumann conditions - MaRDI portal

The Master Equation in a bounded domain with Neumann conditions (Q5077174)

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scientific article; zbMATH DE number 7528656
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English
The Master Equation in a bounded domain with Neumann conditions
scientific article; zbMATH DE number 7528656

    Statements

    title
    The Master Equation in a bounded domain with Neumann conditions (English)
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    author
    Michele Ricciardi
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    publication date
    18 May 2022
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    zbMATH Keywords
    boundary reflection
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    game theory
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    master equation
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    mean field games
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    Neumann conditions
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    PDE
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    stochastic differential equations
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    cites work
    Mean field games
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    Q5441008
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    Q5548525
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    Identifiers

    Mathematics Subject Classification ID
    91A16
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    60H30
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    35Q91
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    zbMATH DE Number
    7528656
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    OpenAlex ID
    W3161947766
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    arXiv ID
    2105.08662
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