Optimal Control and Zero-Sum Stochastic Differential Game Problems of Mean-Field Type
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/s00245-018-9525-6.pdf
Reference22 articles.
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2. Beneš, V.E.: Existence of optimal stochastic control laws. SIAM J. Control 9, 446–472 (1971)
3. Bensoussan, A., Frehse, J., Yam, P.: Mean Field Games and Mean Field Type Control Theory, vol. 101. Springer, New York (2013)
4. Buckdahn, R., Li, J.: Stochastic differential games and viscosity solutions of Hamilton–Bellman–Isaacs equations. SIAM J. Control 47(1), 444–475 (2008)
5. Carmona, R., Delarue, F.: Probabilistic Theory of Mean Field Games with Applications. Springer, New York (2018)
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