Control of McKean-Vlasov dynamics versus mean field games

Mathematics and Financial Economics

Volumn 7, Issue 2, 2013, Pages 131-166

  Carmona, René ^a   Delarue, François ^b   Lachapelle, Aimé ^a  

^a PRINCETON UNIVERSITY   (United States)

^b UNIVERSITÉ DE NICE SOPHIA ANTIPOLIS   (France)

Author keywords

Cap and trade model; Controlled McKean Vlasov stochastic differential equations; Forward backward stochastic differential equations; Linear quadratic; Mean field game

Indexed keywords

EID: 84876129326     PISSN: 18629679     EISSN: 18629660     Source Type: Journal    
DOI: 10.1007/s11579-012-0089-y     Document Type: Article

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