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"Large population stochastic dynamic games: closed-loop McKean-Vlasov ..."

Peter E. Caines, Minyi Huang, Roland P. Malhamé (2006)

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DOI: 10.4310/CIS.2006.V6.N3.A5

access: closed

type: Journal Article

metadata version: 2020-09-17

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Peter E. Caines, Minyi Huang, Roland P. Malhamé:
Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle. Commun. Inf. Syst. 6(3): 221-252 (2006)

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