A Nonhomogeneous Mean-Field Linear-Quadratic Optimal Control Problem and Application
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics
Link
https://link.springer.com/content/pdf/10.1007/s10255-021-1045-5.pdf
Reference18 articles.
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3. Buckdahn, R., Li, J., Peng, S.G. Mean-field backward stochastic differential equations and related partial differential equations. Stochastic Process Appl., 119: 3133–3154 (2009)
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