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

zbMATH Keywords

forward-backward stochastic differential equationRiccati equationmean field gamesocial optima

Mathematics Subject Classification ID

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

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