Mean‐field backward stochastic differential equation with non‐Lipschitz coefficient
Author:
Affiliation:
1. School of Control Science and Engineering Shandong University Jinan China
Publisher
Wiley
Subject
Control and Systems Engineering
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/asjc.2087
Reference13 articles.
1. A General Stochastic Maximum Principle for SDEs of Mean-field Type
2. Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations
3. Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information
4. Linear-quadratic stochastic Stackelberg differential game with asymmetric information
5. Mean-field backward stochastic differential equations: A limit approach
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