Backward-forward linear-quadratic mean-field games with major and minor agents (Q2296087): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Import241208061232 (talk | contribs)
Normalize DOI.
 
(5 intermediate revisions by 5 users not shown)
Property / DOI
 
Property / DOI: 10.1186/s41546-016-0009-9 / rank
Normal rank
 
Property / Wikidata QID
 
Property / Wikidata QID: Q59467548 / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1186/s41546-016-0009-9 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2549058330 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A maximum principle for SDEs of mean-field type / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward-forward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Explicit solutions of some linear-quadratic mean field games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear-quadratic mean field games / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Introductory Approach to Duality in Optimal Stochastic Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some recent aspects of differential game theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: A general stochastic maximum principle for SDEs of mean-field type / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-field backward stochastic differential equations: A limit approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-field backward stochastic differential equations and related partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear Stochastic Differential Games Involving a Major Player and a Large Number of Collectively Acting Minor Agents / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic Analysis of Mean-Field Games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hedging options for a large investor and forward-backward SDE's / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Differential Utility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic Differential Equations in Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria / rank
 
Normal rank
Property / cites work
 
Property / cites work: Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solution of forward-backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotically Optimal Decentralized Control for Large Population Stochastic Multiagent Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear-Quadratic Control of Backward Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving forward-backward stochastic differential equations explicitly -- a four step scheme / rank
 
Normal rank
Property / cites work
 
Property / cites work: On well-posedness of forward-backward SDEs -- a unified approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forward-backward stochastic differential equations and their applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear-Quadratic-Gaussian Mixed Games with Continuum-Parametrized Minor Players / rank
 
Normal rank
Property / cites work
 
Property / cites work: $\epsilon$-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information / rank
 
Normal rank
Property / cites work
 
Property / cites work: A general maximum principle for optimal control of forward-backward stochastic systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255599 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear−quadratic optimal control and nonzero‐sum differential game of forward−backward stochastic system / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1186/S41546-016-0009-9 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 21:19, 17 December 2024

scientific article
Language Label Description Also known as
English
Backward-forward linear-quadratic mean-field games with major and minor agents
scientific article

    Statements

    Backward-forward linear-quadratic mean-field games with major and minor agents (English)
    0 references
    0 references
    0 references
    0 references
    17 February 2020
    0 references
    backward-forward stochastic differential equation (BFSDE)
    0 references
    consistency condition
    0 references
    \(\epsilon\)-Nash equilibrium
    0 references
    large-population system
    0 references
    major-minor agent
    0 references
    mean-field game
    0 references
    0 references
    0 references

    Identifiers