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  • Search: subject:"Mean field with conditional law"
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Year of publication
Subject
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FBSDE 2 Mean field games with common noise 2 Mean field with conditional law 2 Tarski's fixed point theorem 2 fictitious play 2 stochastic maximum principle 2 submodular cost function 2
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Online availability
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Free 2 CC license 1
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 2
Author
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Dianetti, Jodi 2
Published in...
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Center for Mathematical Economics Working Papers 1 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Strong solutions to submodular mean field games with common noise and related McKean-Vlasov FBSDES
Dianetti, Jodi - 2023
This paper studies multidimensional mean field games with common noise and the related system of McKean-Vlasov forward-backward stochastic differential equations deriving from the stochastic maximum principle. We first propose some structural conditions which are related to the submodularity of...
Persistent link: https://www.econbiz.de/10014374389
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Cover Image
Strong solutions to submodular mean field games with common noise and related McKean-Vlasov FBSDES
Dianetti, Jodi - 2023
This paper studies multidimensional mean field games with common noise and the related system of McKean-Vlasov forward-backward stochastic differential equations deriving from the stochastic maximum principle. We first propose some structural conditions which are related to the submodularity of...
Persistent link: https://www.econbiz.de/10013483724
Saved in:
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