A class of optimal control problems of forward-backward systems with input constraint

DOI10.1007/s10957-023-02314-0MaRDI QIDQ6145055

Jianhui Huang, Wenqiang Li, Hanyu Zhao

Publication date: 8 January 2024

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic maximum principlemean-field gameinput constraintinitial-terminal perturbationlarge-population problemmixed forward backward stochastic differential equation

Mathematics Subject Classification ID

Existence theories for optimal control problems involving partial differential equations (49J20) Mean field games and control (49N80)

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