Nonlinear Stochastic Differential Games Involving a Major Player and a Large Number of Collectively Acting Minor Agents
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/130933174
Reference12 articles.
1. Mean-field backward stochastic differential equations and related partial differential equations
2. Mean-field backward stochastic differential equations: A limit approach
3. Backward–forward SDE’s and stochastic differential games
4. Nonzero sum linear–quadratic stochastic differential games and backward–forward equations
5. Backward equations, stochastic control and zero-sum stochastic differential games
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