Mean-field backward stochastic differential equations with reflection and related nonlocal PDEs in a convex domain
Author:
Funder
National Natural Science Foundation of China
Natural Science Foundation of Shandong Province
Publisher
Elsevier BV
Subject
Electrical and Electronic Engineering,Mechanical Engineering,General Computer Science,Control and Systems Engineering
Reference15 articles.
1. Stochastic maximum principle for mean-field type optimal control under partial information;Wang;IEEE Trans. Automat. Control,2014
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5. An asymmetric information mean-field type linear-quadratic stochastic stackelberg differential game with one leader and two followers;Wang;Optim. Control Appl. Methods,2020
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