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Volumn 19, Issue , 2014, Pages 8995-9000

Cooperative mean-field type games

Author keywords

Cooperation; Mean field type; Stochastic maximum principle; Subgame perfection

Indexed keywords

AUTOMATION; MAXIMUM PRINCIPLE;

EID: 84929744539     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.3182/20140824-6-za-1003.01870     Document Type: Conference Paper
Times cited : (13)

References (8)
  • 1
    • 78049527381 scopus 로고    scopus 로고
    • A maximum principle for relaxed stochastic control of linear sde's with application to bond portfolio optimization
    • Andersson, D. and Djehiche, B. (2010). A maximum principle for relaxed stochastic control of linear sde's with application to bond portfolio optimization. Math. Methods in Operations Research, 72(2), 273-310.
    • (2010) Math. Methods in Operations Research , vol.72 , Issue.2 , pp. 273-310
    • Andersson, D.1    Djehiche, B.2
  • 3
    • 80052971337 scopus 로고    scopus 로고
    • A general stochastic maximum principle for sdes of mean-field type
    • Buckdahn, R., Djehiche, B., and Li, J. (2011). A general stochastic maximum principle for sdes of mean-field type. Applied Math. and Optimization, 64(2), 197-216.
    • (2011) Applied Math. and Optimization , vol.64 , Issue.2 , pp. 197-216
    • Buckdahn, R.1    Djehiche, B.2    Li, J.3
  • 4
    • 69749102885 scopus 로고    scopus 로고
    • Mean-field backward stochastic differential equations and related partial differential equations
    • Buckdahn, R., Li, J., and Peng, S. (2009). Mean-field backward stochastic differential equations and related partial differential equations. Stoch. Process. Appl. 119(10), 3133-3154.
    • (2009) Stoch. Process. Appl. , vol.119 , Issue.10 , pp. 3133-3154
    • Buckdahn, R.1    Li, J.2    Peng, S.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.