Linear-quadratic Pareto cooperative game for mean-field backward stochastic system
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Publication:6595004
DOI10.1007/S11424-024-3091-6zbMATH Open1546.91031MaRDI QIDQ6595004FDOQ6595004
Authors: Yu Wang
Publication date: 29 August 2024
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
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Cooperative games (91A12) Portfolio theory (91G10) Differential games (aspects of game theory) (91A23) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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