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International conference "Stochastic Optimization and Optimal Stopping"
September 26, 2012
, Moscow, Steklov Mathematical Institute of RAS
Stochastic differential games with mean field effect
The University of Texas at Dallas
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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.
math-net2017_12 [at] mi.ras ru
Steklov Mathematical Institute RAS