论文标题
受控扩散的平均野外游戏具有共同的噪音，McKean-Vlasov二阶向后SDES
Controlled diffusion Mean Field Games with common noise, and McKean-Vlasov second order backward SDEs
论文作者
论文摘要
我们认为具有常见噪声的平均野外游戏，可以控制扩散系数。我们证明在系数的某些连续性条件下存在弱松弛溶液。然后，我们证明，当没有共同的噪声时，该平均场游戏的解决方案的特征是McKean-Vlasov型二阶二阶向后SDE。
We consider a mean field game with common noise in which the diffusion coefficients may be controlled. We prove existence of a weak relaxed solution under some continuity conditions on the coefficients. We then show that, when there is no common noise, the solution of this mean field game is characterized by a McKean-Vlasov type second order backward SDE.
