scientific article; zbMATH DE number 7338513

DOI10.16205/J.CNKI.CAMA.2020.0017zbMath1474.91015MaRDI QIDQ4983951

Shanjian Tang, Jiahe Yu

Publication date: 26 April 2021

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic maximum principlepropagation of chaosmean-field gamesMcKean-Vlasov forward-backward stochastic differential equations

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Mean field games (aspects of game theory) (91A16)

Related Items (1)

Mean field games with common noises and conditional distribution dependent FBSDEs

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