A probabilistic approach to extended finite state mean field games
René Carmona, Peiqi Wang
| Year of publication: |
2021
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|---|---|
| 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
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| Subject: | mean field games | finite state spaceweak formulation of optimal control | approximative Nash equilibrium | McKean-Vlasov BSDE | Nash-Gleichgewicht | Nash equilibrium | Spieltheorie | Game theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2020.1071 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012582177