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Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach - MaRDI portal

Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach (Q5130024)

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scientific article; zbMATH DE number 7269411
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English
Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach
scientific article; zbMATH DE number 7269411

    Statements

    title
    Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach (English)
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    author
    Géraldine Bouveret
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    Roxana Dumitrescu
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    Peter Tankov
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    publication date
    3 November 2020
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    zbMATH Keywords
    mean-field games
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    optimal stopping
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    relaxed solutions
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    infinite-dimensional linear programming
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    cites work
    Q4954179
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    Q3935745
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    Q4283467
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    Q4086524
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    Mean field games
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    Q4379369
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    Q3996259
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    Q5531123
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    Identifiers

    DOI
    10.1137/18M1233480
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    Mathematics Subject Classification ID
    91A16
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    91A55
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    60G40
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    90C05
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    zbMATH DE Number
    7269411
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    arXiv ID
    1812.06196
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