Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games (Q2096188): Difference between revisions

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Latest revision as of 21:04, 30 July 2024

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Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games
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    Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games (English)
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    16 November 2022
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    forward-backward stochastic differential equation
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    stochastic linear-quadratic problem
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    Stackelberg stochastic differential game
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    mean-field
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    stochastic optimal control
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