Mean field games with singular controls

SIAM Journal on Control and Optimization

Volumn 55, Issue 6, 2017, Pages 3833-3868

  Fu, Guanxing ^a   Horst, Ulrich ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Mean field game; Relaxed control; Singular control; Skorokhod M1 topology

Indexed keywords

MATHEMATICAL TECHNIQUES; OPTIMIZATION;

APPROXIMATION RESULTS; CONTROL RULES; MEAN FIELD GAMES; RELAXED CONTROL; SINGULAR CONTROL;

TOPOLOGY;

EID: 85039934437     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/17M1123742     Document Type: Article

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