Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds (Q5855355)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds |
scientific article; zbMATH DE number 7325678
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds |
scientific article; zbMATH DE number 7325678 |
Statements
Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds (English)
0 references
18 March 2021
0 references
\(\epsilon\)-Nash equilibrium
0 references
forward-backward stochastic differential equation
0 references
mean-field game
0 references
terminal constraint
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8464136123657227
0 references
0.8013675808906555
0 references
0.799902081489563
0 references
0.7951427102088928
0 references
