Pages that link to "Item:Q3384670"
From MaRDI portal
The following pages link to Mean-field backward–forward stochastic differential equations and nonzero sum stochastic differential games (Q3384670):
Displaying 11 items.
- Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games (Q742069) (← links)
- Mean-field type games between two players driven by backward stochastic differential equations (Q1712157) (← links)
- A variational formula for nonzero-sum stochastic differential games of FBSDEs and applications (Q1718035) (← links)
- Backward-forward SDE's and stochastic differential games (Q1805788) (← links)
- Solvability of infinite horizon McKean-Vlasov FBSDEs in mean field control problems and games (Q2096961) (← links)
- Short-time existence for a general backward-forward parabolic system arising from mean-field games (Q2175355) (← links)
- Krasovskii-Subbotin approach to mean field type differential games (Q2292087) (← links)
- A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance (Q2329687) (← links)
- Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality (Q4920251) (← links)
- Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games (Q6189684) (← links)
- On optimal control of coupled mean-field forward-backward stochastic equations (Q6643457) (← links)