A probabilistic approach to extended finite state mean field games
Year of publication: |
2021
|
---|---|
Authors: | Carmona, René ; Wang, Peiqi |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 46.2021, 2, p. 471-502
|
Subject: | mean field games | finite state spaceweak formulation of optimal control | approximative Nash equilibrium | McKean-Vlasov BSDE | Nash-Gleichgewicht | Nash equilibrium | Spieltheorie | Game theory |
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