Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem (Q6174064)
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scientific article; zbMATH DE number 7712464
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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