Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty (Q5853639)

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scientific article; zbMATH DE number 7319568
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Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty
scientific article; zbMATH DE number 7319568

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    Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty (English)
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    11 March 2021
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    mean field game
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    social control
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    common noise
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    uncertainty
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    forward-backward stochastic differential equation
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