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VIDEO LIBRARY |
International conference "Stochastic Optimization and Optimal Stopping"
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Plenary talks
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Stochastic differential games with mean field effect Alain Bensoussan The University of Texas at Dallas |
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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 |