Optimal stopping in mean field games, an obstacle problem approach

Journal des Mathematiques Pures et Appliquees

Volumn 120, Issue , 2018, Pages 165-194

  Bertucci, Charles ^a  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

Author keywords

Mean field games; Optimal control; Optimal stopping; PDE

Indexed keywords

EID: 85033380600     PISSN: 00217824     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.matpur.2017.09.016     Document Type: Article

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