Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games (Q2096188): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games |
scientific article |
Statements
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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