Linear-quadratic time-inconsistent mean field games
A. Bensoussan; K. C. P. Sung; S. C. P. Yam
| Year of publication: |
2013
|
|---|---|
| Authors: | Bensoussan, Alain ; Sung, K. C. P. ; Yam, Sheung Chi Phillip |
| Published in: |
Dynamic games and applications : DGA. - Boston : Birkhäuser, ISSN 2153-0785, ZDB-ID 2610271-7. - Vol. 3.2013, 4, p. 537-552
|
| Subject: | Mean field games | Time-inconsistent stochastic control problems | Adjoint equations | Linear-quadratic type | Banach fixed point theorem | Spieltheorie | Game theory | Kontrolltheorie | Control theory | Zeitkonsistenz | Time consistency | Stochastischer Prozess | Stochastic process |
| 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/10010246344