Social optima of linear forward-backward stochastic system

DOI10.1051/COCV/2025072MaRDI QIDQ6912250zbMATH OpenFDO

Authors Guangchen Wang, Shujun Wang, Jie Xiong

Publication date 23 October 2025

Published in European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1051/COCV/2025072

zbMATH Keywords

forward-backward stochastic differential equationmean field gameRiccati equationsocial optima

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Mean field games (aspects of game theory) (91A16) Optimal stochastic control (93E20)

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