Linear quadratic mean-field-game of backward stochastic differential systems (Q2001547)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear quadratic mean-field-game of backward stochastic differential systems |
scientific article |
Statements
Linear quadratic mean-field-game of backward stochastic differential systems (English)
0 references
3 July 2019
0 references
backward mean-field game (BMFG)
0 references
\(\varepsilon\)-Nash equilibrium
0 references
Hamiltonian-type consistency condition (HCC)
0 references
Riccati-type consistency condition (RCC)
0 references
backward stochastic differential equation (BSDE)
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
