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Volumn 20, Issue , 2015, Pages

Translation invariant mean field games with common noise

Author keywords

Common noise; Mean field games

Indexed keywords


EID: 84933505083     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v20-3822     Document Type: Article
Times cited : (30)

References (23)
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    • MR-2352434
    • M. Huang, P. Caines, and R. Malhamé, Large-population cost-coupled LQG problems with nonuniform agents: Individual-mass behavior and decentralized "-Nash equilibria, Automatic Control, IEEE Transactions on 52 (2007), no. 9, 1560–1571. MR-2352434
    • (2007) IEEE Transactions On , vol.52 , Issue.9 , pp. 1560-1571
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    • Mean field games via controlled martingale problems: Existence of Markovian equilibria
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    • D. Lacker, Mean field games via controlled martingale problems: Existence of Markovian equilibria, Stochastic Processes and Their Applications 125 (2015), no. 7, 2856–2894. MR- 3332857
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    • Lacker, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.