Probabilistic analysis of mean-field games

SIAM Journal on Control and Optimization

Volumn 51, Issue 4, 2013, Pages 2705-2734

  Carmona, René ^a   Delarue, François ^b  

^a PRINCETON UNIVERSITY   (United States)

^b UNIVERSITÉ DE NICE SOPHIA ANTIPOLIS   (France)

Author keywords

McKean Vlasov forward backward stochastic differential equations; Mean field games; Propagation of chaos; Stochastic maximum principle

Indexed keywords

EXISTENCE AND REGULARITY; FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS; MEAN-FIELD GAMES; PROBABILISTIC APPROACHES; PROBABILISTIC FRAMEWORK; STATISTICAL DISTRIBUTION; STOCHASTIC DIFFERENTIAL GAME; STOCHASTIC MAXIMUM PRINCIPLES;

GAME THEORY; MAXIMUM PRINCIPLE;

STOCHASTIC SYSTEMS;

EID: 84881309217     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/120883499     Document Type: Article

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