Individual and mass behavior in large population forward–backward stochastic control problems: Centralized and Nash equilibrium solutions
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Publication:5159842
DOI10.1002/OCA.2727zbMath1472.93202OpenAlexW3156118022MaRDI QIDQ5159842
Publication date: 28 October 2021
Published in: Optimal Control Applications and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/oca.2727
decentralized controlforward-backward stochastic differential equationlarge-population system\(\epsilon\)-Nash equilibriummean-field LQG games
Optimal stochastic control (93E20) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)
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