On the Rate of Convergence for the Mean-Field Approximation of Controlled Diffusions with Large Number of Players

Dynamic Games and Applications

Volumn 4, Issue 2, 2014, Pages 208-230

  Kolokoltsov, Vassili N ^a   Troeva, Marianna ^b   Yang, Wei ^c  

^a UNIVERSITY OF WARWICK   (United Kingdom)

^b NORTH EASTERN FEDERAL UNIVERSITY   (Russian Federation)

^c UNIVERSITY OF STRATHCLYDE   (United Kingdom)

Author keywords

Dynamic law of large numbers; Forward backward system; Kinetic equation; Nonlinear diffusion; Rates of convergence; Tagged particle; lunate Nash equilibrium

Indexed keywords

EID: 84899416204     PISSN: 21530785     EISSN: 21530793     Source Type: Journal    
DOI: 10.1007/s13235-013-0095-6     Document Type: Article

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