Mean field game for linear-quadratic stochastic recursive systems (Q2278541)
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scientific article; zbMATH DE number 7140209
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| English | Mean field game for linear-quadratic stochastic recursive systems |
scientific article; zbMATH DE number 7140209 |
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Mean field game for linear-quadratic stochastic recursive systems (English)
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5 December 2019
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\(\epsilon\)-Nash equilibrium
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mean-field forward-backward stochastic differential equation (MF-FBSDE)
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linear-quadratic constrained control
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projection
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monotonic condition
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0.8976932764053345
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0.8813284039497375
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0.8673060536384583
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0.8539725542068481
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0.8492729663848877
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