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

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+A maximum principle for SDEs of mean-field type
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+Backward-forward stochastic differential equations
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+Explicit solutions of some linear-quadratic mean field games
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+Linear-quadratic mean field games
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+Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
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+Solution of forward-backward stochastic differential equations
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+Mean field games
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+On well-posedness of forward-backward SDEs -- a unified approach
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+Forward-backward stochastic differential equations and their applications
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+Linear-Quadratic-Gaussian Mixed Games with Continuum-Parametrized Minor Players
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+Q4255599
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+Linear−quadratic optimal control and nonzero‐sum differential game of forward−backward stochastic system
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