The Master equation in mean field theory

Journal de Mathématiques Pures et Appliquées - Tập 103 - Trang 1441-1474 - 2015
Alain Bensoussan1, Jens Frehse2, Sheung Chi Phillip Yam3
1International Center for Decision and Risk Analysis, Jindal School of Management, University of Texas at Dallas, College of Science and Engineering, Systems Engineering and Engineering Management, City University, Hong Kong
2Institute for Applied Mathematics, University of Bonn, Germany
3Department of Statistics, The Chinese University of Hong Kong, Hong Kong

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Journal de Mathématiques Pures et Appliquées

Tập 103

1441-1474

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