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Linear-quadratic Pareto cooperative game for mean-field backward stochastic system - MaRDI portal

Linear-quadratic Pareto cooperative game for mean-field backward stochastic system

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Publication:6595004

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DOI10.1007/s11424-024-3091-6zbMath1546.91031MaRDI QIDQ6595004

Publication date: 29 August 2024

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

zbMATH Keywords

Pareto optimality backward stochastic differential equation linear-quadratic control mean-field

Mathematics Subject Classification ID

Cooperative games (91A12) Differential games (aspects of game theory) (91A23) Applications of stochastic analysis (to PDEs, etc.) (60H30) Portfolio theory (91G10)

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