Mean Field Game Theory with a Partially Observed Major Agent (Q5298491)
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scientific article; zbMATH DE number 6664052
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean Field Game Theory with a Partially Observed Major Agent |
scientific article; zbMATH DE number 6664052 |
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Mean Field Game Theory with a Partially Observed Major Agent (English)
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15 December 2016
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mean field games
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partially observed stochastic control
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stochastic Hamilton-Jacobi-Bellman equation
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Nash equilibria
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nonlinear filtering
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backward stochastic differential equations
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infinite-dimensional stochastic differential equations
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