Well-posedness of mean-field type forward-backward stochastic differential equations
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Cites work
- Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
- Forward-backward stochastic differential equations and quasilinear parabolic PDEs
- Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
- Mean field forward-backward stochastic differential equations
- Mean field games and mean field type control theory
- Mean-field backward stochastic differential equations: A limit approach
- On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case.
- Probabilistic analysis of mean-field games
- Solution of forward-backward stochastic differential equations
- Solving forward-backward stochastic differential equations explicitly -- a four step scheme
Cited in
(56)- Systemic risk and stochastic games with delay
- An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation
- Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information
- Existence and uniqueness of solution for coupled fractional mean-field forward-backward stochastic differential equations
- Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games
- Periodic solutions in distribution of mean-field stochastic differential equations
- Maximum principle for general partial information nonzero sum stochastic differential games and applications
- Well-posedness of backward stochastic partial differential equations with Lyapunov condition
- Indefinite mean-field type linear-quadratic stochastic optimal control problems
- Forward-backward stochastic differential equations with monotone functionals and mean field games with common noise
- On well-posedness of forward-backward SDEs -- a unified approach
- An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications
- Linear-quadratic mean field games
- Mean-field leader-follower games with terminal state constraint
- Mean-field linear-quadratic stochastic differential games in an infinite horizon
- Mean-field FBSDE and optimal control
- A mean field game of optimal portfolio liquidation
- Control in Hilbert space and first-order mean field type problem
- Extended mean-field control problem with partial observation
- Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls
- Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions
- Forward-backward stochastic differential equations with mixed initial-terminal conditions
- The maximum principle for partially observed optimal control problems of mean-field FBSDEs
- Almost automorphic solutions for mean-field stochastic differential equations driven by fractional Brownian motion
- Mean-field stochastic H₂/H_ control with delay
- Mean-Field Type FBSDEs under Domination-Monotonicity Conditions and Application to LQ Problems
- Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations
- A kind of linear‐quadratic Pareto cooperative differential game with partial information
- Backward multivalued McKean-Vlasov SDEs and associated variational inequalities
- On mean-field control problems for backward doubly stochastic systems
- Mean-field type quadratic BSDEs
- Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach
- Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem
- Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games
- Laplace principle for large population games with control interaction
- Mean-field backward stochastic differential equation with non-Lipschitz coefficient
- Solvability of one kind of forward-backward stochastic difference equations
- Partially observed mean-field game and related mean-field forward-backward stochastic differential equation
- Well-posedness for a class of mean-field-type forward-backward stochastic differential equations and classical solutions of related master equations
- On optimal control of coupled mean-field forward-backward stochastic equations
- Mean-field forward-backward stochastic variational inequalities with oblique subgradients and nonlocal parabolic variational inequalities
- Well-posedness and comparison theorems of coupled mean-field forward-backward stochastic differential equations
- L^p-estimate for mean-field type FBSDEs
- Mean-field BSDEs with weak monotonicity and general growth generators
- Well-posedness of fully coupled McKean-Vlasov FBSDE and application to Stackelberg games
- Maximum principle for optimal control problems of extended mean-field forward-backward regime-switching systems with general singular controls
- Optimal strategy of mean-field FBSDE games with delay and noisy memory based on Malliavin calculus
- Mean-field forward-backward stochastic differential equations driven by G-Brownian motion
- Convergence of the deep BSDE method for stochastic control problems formulated through the stochastic maximum principle
- Mean field type control problems, some Hilbert-space-valued FBSDES, and related equations
- Mean-field partial information non-zero sum stochastic differential games
- Linear-quadratic mean-field backward Stackelberg game with mixed terminal perturbation
- Global well-posedness of first-order mean field games and master equations with nonlinear dynamics
- Mean field forward-backward stochastic differential equations
- Maximum principle for near-optimality of mean-field FBSDEs
- Numerical methods for mean-field stochastic differential equations with jumps
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