A characterization of sub-game perfect equilibria for SDEs of mean-field type
Boualem Djehiche, Minyi Huang
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Djehiche, Boualem ; Huang, Minyi |
| Published in: |
Dynamic games and applications : DGA. - Boston : Birkhäuser, ISSN 2153-0785, ZDB-ID 2610271-7. - Vol. 6.2016, 1, p. 55-81
|
| Subject: | Time-inconsistent stochastic control | Maximum principle | Mean-field SDE | Equilibrium | Mean-field game | Stochastischer Prozess | Stochastic process | Spieltheorie | Game theory | Kontrolltheorie | Control theory | Gleichgewichtstheorie | Equilibrium theory | Mathematische Optimierung | Mathematical programming | Gleichgewichtsmodell | Equilibrium model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011589882