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"On the Rate of Convergence for the Mean-Field Approximation of Controlled ..."

Vassili N. Kolokoltsov, Marianna S. Troeva, Wei Yang (2014)

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DOI: 10.1007/S13235-013-0095-6

access: closed

type: Journal Article

metadata version: 2020-08-25

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Vassili N. Kolokoltsov, Marianna S. Troeva, Wei Yang:
On the Rate of Convergence for the Mean-Field Approximation of Controlled Diffusions with Large Number of Players. Dyn. Games Appl. 4(2): 208-230 (2014)

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