SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

On the interpretation of the Master Equation · Study

ArticleShelves

ArticleOn the interpretation of the Master Equation

Alain Bensoussan2016

OA

Articlebronze2016

On the interpretation of the Master Equation

Alain Bensoussan · Jens Frehse · Sheung Chi Phillip Yam

76 citations·0/0 files stored·Stochastic Processes and their Applications

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Nonlinear Partial Differential Equations Stochastic processes and statistical mechanics

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 76 citations exist upstream.

References

2007Mean field games 2013Mean Field Games and Mean Field Type Control Theory 1992Stochastic Hamilton–Jacobi–Bellman Equations 2014The Master equation in mean field theory 2014The Master Equation for Large Population Equilibriums

Cited by

2016Linear Quadratic Mean Field Type Control and Mean Field Games with Common Noise, with Application to Production of an Exhaustible Resource 2022McKean–Vlasov optimal control: The dynamic programming principle 2020From the master equation to mean field game limit theory: Large deviations and concentration of measure 2019Numerical method for FBSDEs of McKean–Vlasov type 2020Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions 2020Mean–field moral hazard for optimal energy demand response management 2019Quadratic mean field games 2018Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2017Mean Field Gameschapter · 4 shared references 2015Existence of a solution to an equation arising from the theory of Mean Field Gamesarticle · 4 shared references 2022McKean–Vlasov optimal control: The dynamic programming principlearticle · 4 shared references 2019Quadratic mean field gamesarticle · 4 shared references 2018Control problem on space of random variables and master equationarticle · 4 shared references 2015Dynamic Programming for Mean-Field Type Controlarticle · 4 shared references

Details

Year2016

Typearticle

Published2016-10-25

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations76

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/j.spa.2016.10.004

openalex_workW1535112781

Links

Imported from OpenAlex (CC0) — nothing here is generated.