On forward-backward stochastic differential equations in a domination-monotonicity framework
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Publication:2115131
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Cites work
- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
- scientific article; zbMATH DE number 7005721 (Why is no real title available?)
- A Leader-Follower Stochastic Linear Quadratic Differential Game
- A Stackelberg game of backward stochastic differential equations with applications
- A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
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- Backward stochastic differential equations. From linear to fully nonlinear theory
- Backward-forward SDE's and stochastic differential games
- Backward-forward stochastic differential equations
- Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation
- Forward-backward stochastic differential equations and linear-quadratic generalized Stackelberg games
- Forward-backward stochastic differential equations and their applications
- Forward-backward stochastic differential equations with mixed initial-terminal conditions
- Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
- Leader-follower stochastic differential game with asymmetric information and applications
- On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case.
- On well-posedness of forward-backward SDEs -- a unified approach
- Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions.
- Solution of forward-backward stochastic differential equations
- Solving forward-backward stochastic differential equations explicitly -- a four step scheme
- The maximum principle for global solutions of stochastic Stackelberg differential games
- The wellposedness of FBSDEs
Cited in
(7)- Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games
- Mean-Field Type FBSDEs under Domination-Monotonicity Conditions and Application to LQ Problems
- Partially observed mean-field game and related mean-field forward-backward stochastic differential equation
- Linear-Quadratic Stochastic Stackelberg Games of N Players for Time-Delay Systems and Related FBSDEs
- Infinite horizon forward-backward SDEs and open-loop optimal controls for stochastic linear-quadratic problems with random coefficients
- Forward-backward stochastic evolution equations in infinite dimensions and application to LQ optimal control problems
- Linear-quadratic two-person differential game: Nash game versus Stackelberg game, local information versus global information
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