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International conference "Stochastic Optimization and Optimal Stopping"
September 26, 2012 10:00, Moscow, Steklov Mathematical Institute of RAS
 

Plenary talks


Stochastic differential games with mean field effect

Alain Bensoussan

The University of Texas at Dallas

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Alain Bensoussan
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Abstract: We consider stochastic differential games with players embedded in a large community of agents. The players are representative of the community and take consideration of its impact by an averaging effect, called the mean field effect.

Language: English

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