Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds (Q5855355)
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scientific article; zbMATH DE number 7325678
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds |
scientific article; zbMATH DE number 7325678 |
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Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds (English)
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18 March 2021
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\(\epsilon\)-Nash equilibrium
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forward-backward stochastic differential equation
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mean-field game
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terminal constraint
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