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  • Alain Bensoussan; Jens Frehse; Phillip Yam
    978-1-4614-8508-7
    2013
    Edition 1
    • This is the first contribution of this work to present a unified approach for both problems, using either HJB and FP coupled equations or stochastic maximum principle
    • Subject matter is interesting and has received much recent attention
    • Gives an overview of the mean-field game and mean-field type control problems

    €160

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