Mean-field type games between two players driven by backward stochastic differential equations
DOI10.3390/g9040088zbMath1419.91062OpenAlexW2889866947WikidataQ129074029 ScholiaQ129074029MaRDI QIDQ1712157
Publication date: 21 January 2019
Published in: Games (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3390/g9040088
backward stochastic differential equationscooperative gameprice of anarchysocial costlinear-quadratic stochastic controlmean-field type gamenon-zero-sum differential game
Noncooperative games (91A10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Cooperative games (91A12) 2-person games (91A05) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)
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