Linear quadratic mean-field-game of backward stochastic differential systems (Q2001547): Difference between revisions

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Revision as of 18:31, 19 July 2024

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Linear quadratic mean-field-game of backward stochastic differential systems
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    Linear quadratic mean-field-game of backward stochastic differential systems (English)
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    3 July 2019
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    backward mean-field game (BMFG)
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    \(\varepsilon\)-Nash equilibrium
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    Hamiltonian-type consistency condition (HCC)
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    Riccati-type consistency condition (RCC)
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    backward stochastic differential equation (BSDE)
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