Beyond separability: convergence rate of vanishing viscosity approximations to mean field games via FBSDE stability

Fuente: arXiv

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Bibliographic Details
Main Authors:	Yu, Winston, Du, Qiang, Tang, Wenpin
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control Analysis of PDEs Probability 35Q89, 49L25, 60H10, 91A15, 93E20
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2505.18529