Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty (Q5853639)
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scientific article; zbMATH DE number 7319568
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty |
scientific article; zbMATH DE number 7319568 |
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Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty (English)
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11 March 2021
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mean field game
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social control
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common noise
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uncertainty
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forward-backward stochastic differential equation
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