On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players
Vassili N. Kolokoltsov; Marianna Troeva; Wei Yang
| 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 | Theorie | Theory | 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://ebvufind01.dmz1.zbw.eu/10010416216