On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players
Year of publication: |
2014
|
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Authors: | Kolokolʹcov, Vassilij N. ; Troeva, Marianna ; Yang, Wei |
Published in: |
Dynamic games and applications : DGA. - Boston : Birkhäuser, ISSN 2153-0785, ZDB-ID 2610271-7. - Vol. 4.2014, 2, p. 208-230
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Subject: | Nonlinear diffusion | Kinetic equation | Forward-backward system | Dynamic law of large numbers | Rates of convergence | Tagged particle | Epsilon-Nash equilibrium |
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