Stochastic maximum principle for a time-changed mean field game (Q6127348)
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scientific article; zbMATH DE number 7831675
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for a time-changed mean field game |
scientific article; zbMATH DE number 7831675 |
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Stochastic maximum principle for a time-changed mean field game (English)
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12 April 2024
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mean field game
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time-changed Brownian motion
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forward-backward stochastic differential equation
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linear-quadratic model
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duality principle
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