ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps

Author:

Benazzoli Chiara,Campi Luciano,Di Persio LucaORCID

Funder

FBK - CIRM

GNAMPA

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference18 articles.

1. McKean–Vlasov Limit for interacting systems with simultaneous jumps;Andreis;Stoch. Anal. Appl.,2018

2. Benazzoli, C., Campi, L., Di Persio, L., 2017. Mean-field games with controlled jumps. arXiv preprint arXiv:1703.01919.

3. Mean field forward-backward stochastic differential equations;Carmona;Electron. Commun. Probab.,2013

4. Probabilistic analysis of mean-field games;Carmona;SIAM J. Control Optim.,2013

5. Probabilistic Theory of Mean Field Games with Applications I-II;Carmona,2018

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