Large Population Stochastic Dynamic Games

M. Y Huang, R. P. M., & Caines, P. E. (2006). Large Population Stochastic Dynamic Games: Closed-Loop McKean–Vlasov Systems and the Nash Certainty Equivalence Principle.

Type

Unclassified

Intellectual base

Unclassified

Year

2006

DOI

10.4310/cis.2006.v6.n3.a5

Link

https://doi.org/10.4310/cis.2006.v6.n3.a5

Cited by

1 citation across 1 artifact.

Domain-specific

• Mean-field game theory
  • … and population coupling, time horizon, value equation, distribution equation, boundary and initial conditions, equilibrium fixed point and limiting or uniqueness assumptions are explicit. to An applied instance preserves the same invariant under changed scale, notation, dataset, jurisdiction, or implementation..

Verification

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Registry ID ref:2ec25c79fce4 · see in the full table