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A Control Theoretical Approach to Mean Field Games and Associated Master Equations - MaRDI portal

A Control Theoretical Approach to Mean Field Games and Associated Master Equations

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Publication:6520132

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arXiv2402.01639MaRDI QIDQ6520132

Sheung Chi Phillip Yam, Alain Bensoussan, Tak Kwong Wong, Ho-Man Tai

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Existence of optimal solutions to problems involving randomness (49J55)

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