Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games

Juan Li, Hui Min. Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games. SIAM J. Control and Optimization, 54(3):1826-1858, 2016. [doi]

Abstract

Abstract is missing.