Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games
DOI10.1007/s11464-020-0889-yzbMath1470.60174OpenAlexW3125303591WikidataQ115377913 ScholiaQ115377913MaRDI QIDQ2035157
Lijiao Su, Shuyang Wang, Yong'ao Shen, Fuguo Liu, Qing-Feng Zhu, Yu-feng Shi
Publication date: 24 June 2021
Published in: Frontiers of Mathematics in China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11464-020-0889-y
maximum principlemean-fieldbackward doubly stochastic differential equation (BDSDE)Nash equilibrium pointnon-zero sum stochastic differential game
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15)
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