Dynamic optimization problems for mean-field stochastic large-population systems (Q5093804)
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scientific article; zbMATH DE number 7565648
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic optimization problems for mean-field stochastic large-population systems |
scientific article; zbMATH DE number 7565648 |
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Dynamic optimization problems for mean-field stochastic large-population systems (English)
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1 August 2022
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mean-field stochastic differential equation
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mean-field game
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stochastic Hamiltonian system
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Riccati equation
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\(\epsilon\)-Nash equilibrium
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