Linear quadratic mean-field-game of backward stochastic differential systems (Q2001547)
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scientific article; zbMATH DE number 7076361
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear quadratic mean-field-game of backward stochastic differential systems |
scientific article; zbMATH DE number 7076361 |
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Linear quadratic mean-field-game of backward stochastic differential systems (English)
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3 July 2019
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backward mean-field game (BMFG)
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\(\varepsilon\)-Nash equilibrium
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Hamiltonian-type consistency condition (HCC)
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Riccati-type consistency condition (RCC)
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backward stochastic differential equation (BSDE)
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