Mean-Field Type FBSDEs under Domination-Monotonicity Conditions and Application to LQ Problems (Q5883142)
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scientific article; zbMATH DE number 7669348
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| English | Mean-Field Type FBSDEs under Domination-Monotonicity Conditions and Application to LQ Problems |
scientific article; zbMATH DE number 7669348 |
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Mean-Field Type FBSDEs under Domination-Monotonicity Conditions and Application to LQ Problems (English)
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29 March 2023
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forward-backward stochastic differential equation
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stochastic linear-quadratic problem
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stochastic optimal control
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mean-field
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domination-monotonicity condition
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0.8659129738807678
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0.8293947577476501
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0.8281568288803101
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0.826493501663208
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