Maximum principle for mean-field zero-sum stochastic differential game with partial information and its application to finance.
Jinbiao WuZaiming LiuPublished in: Eur. J. Control (2017)
Keyphrases
- partial information
- incomplete information
- nash equilibria
- repeated games
- game theory
- stochastic games
- free energy
- monte carlo
- nash equilibrium
- games with incomplete information
- boolean games
- learning automata
- computer games
- game theoretic
- belief networks
- video games
- markov random field
- optimal strategy
- autonomous agents
- resource allocation
- educational games
- game playing
- bayesian inference
- financial markets
- posterior distribution
- optimal solution
- first order logic
- multi agent systems
- cooperative