Control of McKean–Vlasov dynamics versus mean field games

标题

作者

关键词

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

出版物

Mathematics and Financial Economics

Volume 7, Issue 2, Pages 131-166

出版商

Springer Nature

发表日期

2012-10-01

DOI

10.1007/s11579-012-0089-y

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