Control of McKean–Vlasov dynamics versus mean field games

Authors

Keywords

Mean-field game, Controlled McKean–Vlasov stochastic differential equations, Forward–backward stochastic differential equations, Linear-quadratic, Cap-and-trade model, Primary: C73, Secondary: Q54

Journal

Mathematics and Financial Economics

Volume 7, Issue 2, Pages 131-166

Publisher

Springer Nature

Online

2012-10-01

DOI

10.1007/s11579-012-0089-y

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