Optimal Strategy of Mean-Field FBSDE Games with Delay and Noisy Memory Based on Malliavin Calculus
Author:
Funder
Provincial Natural Science Foundation of Hunan
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s13235-024-00588-1.pdf
Reference39 articles.
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3. Andersson D, Djehiche B (2011) A maximum principle for SDEs of mean-field type. Appl Math Optim 63:341–356. https://doi.org/10.1007/s00245-010-9123-8
4. Antonelli F (1993) Backward–forward stochastic differential equations. Ann Appl Probab 3:777–793
5. Baccelli F, Karpelevich F, Kelbert MY, Puhalskii AA, Rybko AN, Suhov YM (1992) A mean-field limit for a class of queueing networks. J Stat Phys 66:803–825. https://doi.org/10.1007/BF01055703
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