Work

Mean field games with partially observed major player and stochastic mean field

Year: 2014

Type: conference-paper

Source: IEEE Conference on Decision and Control (CDC)

DOI: 10.1109/cdc.2014.7039804

Authors: Nevroz Sen, Peter E. Caines

Institution: McGill University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2033307732

FWCI: 22.05

Cites: 21

Cited by: 24

Related to: 10