Controlled Diffusion Mean Field Games with Common Noise and McKean--Vlasov Second Order Backward SDEs
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://epubs.siam.org/doi/pdf/10.1137/S0040585X97T990654
Reference21 articles.
1. Path-dependent martingale problems and additive functionals
2. Mean field games with common noise
3. A probabilistic weak formulation of mean field games and applications
4. Approximation of set valued functions and fixed point theorems
5. Open mapping theorems for probability measures on metric spaces
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