Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games
type: Item
instance of: scholarly article
title: Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games
zbMATH Open document ID: 1502.60097
author: Ran Tian
author: Zhiyong Yu
published in: Probability, Uncertainty and Quantitative Risk
publication date: 2022-11-16T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 49N10
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 7617807
zbMATH Keywords: forward-backward stochastic differential equation
zbMATH Keywords: stochastic linear-quadratic problem
zbMATH Keywords: Stackelberg stochastic differential game
zbMATH Keywords: mean-field
zbMATH Keywords: stochastic optimal control
MaRDI profile type: Publication
full work available at URL: puqr.2022014
OpenAlex ID: W4313008485
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DOI: 10.3934/PUQR.2022014
description: scientific article; zbMATH DE number 7617807