Obstacle mean-field game problem

Interfaces and Free Boundaries

Volumn 17, Issue 1, 2015, Pages 55-68

  Gomes, Diogo A ^a   Patrizi, Stefania ^b  

^a KING ABDULLAH UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Saudi Arabia)

^b WEIERSTRASS INSTITUTE FOR APPLIED ANALYSIS AND STOCHASTICS   (Germany)

Author keywords

Mean field games; Obstacle problem; Penalization method

Indexed keywords

EID: 84931064331     PISSN: 14639963     EISSN: None     Source Type: Journal    
DOI: 10.4171/IFB/333     Document Type: Article

References (30)

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