Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem (Q6174064)

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scientific article; zbMATH DE number 7712464
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Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem
scientific article; zbMATH DE number 7712464

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    Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem (English)
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    13 July 2023
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    forward-backward stochastic differential equation
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    maximum principle
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    mean-field
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    controlled McKean-Vlasov SDE
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    Stackelberg differential game
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