Epsilon-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents

Mojtaba Nourian, Peter E. Caines. Epsilon-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents. SIAM J. Control and Optimization, 51(4):3302-3331, 2013. [doi]

@article{NourianC13,
  title = {Epsilon-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents},
  author = {Mojtaba Nourian and Peter E. Caines},
  year = {2013},
  doi = {10.1137/120889496},
  url = {http://dx.doi.org/10.1137/120889496},
  researchr = {https://researchr.org/publication/NourianC13},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Control and Optimization},
  volume = {51},
  number = {4},
  pages = {3302-3331},
}