Mean-field backward-forward stochastic differential equations and nonzero sum stochastic differential games (Q3384670)
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scientific article; zbMATH DE number 7447255
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| English | Mean-field backward-forward stochastic differential equations and nonzero sum stochastic differential games |
scientific article; zbMATH DE number 7447255 |
Statements
Mean-field backward–forward stochastic differential equations and nonzero sum stochastic differential games (English)
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17 December 2021
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mean-field
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nonlinear diffusion process
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backward SDEs
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optimal control
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nonzero-sum game
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open loop Nash equilibrium
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0.8879368901252747
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0.8569039702415466
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0.847048819065094
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0.8406271934509277
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