On forward-backward stochastic differential equations in a domination-monotonicity framework
DOI10.1007/S00245-022-09841-8zbMATH Open1492.60180OpenAlexW4210609799WikidataQ115388185 ScholiaQ115388185MaRDI QIDQ2115131FDOQ2115131
Authors: Zhiyong Yu 
Publication date: 15 March 2022
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-022-09841-8
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Cites Work
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Cited In (7)
- Linear-quadratic two-person differential game: Nash game versus Stackelberg game, local information versus global information
- 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
- Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games
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