Individual and mass behavior in large population forward–backward stochastic control problems: Centralized and Nash equilibrium solutions-Reference-Cited by-同舟云学术

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Individual and mass behavior in large population forward–backward stochastic control problems: Centralized and Nash equilibrium solutions

Published:2021-04-12 Issue:5 Volume:42 Page:1269-1292
ISSN:0143-2087
Container-title:Optimal Control Applications and Methods
language:en
Short-container-title:Optim Control Appl Meth

Author:

Wang Shujun¹,Xiao Hua²^ORCID

Affiliation:

1. School of Management Shandong University Jinan China

2. School of Mathematics and Statistics Shandong University Weihai China

Publisher

Wiley

Subject

Applied Mathematics,Control and Optimization,Software,Control and Systems Engineering

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/oca.2727

Reference32 articles.

1. Mean field games

2. Linear-Quadratic Mean Field Games

3. Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria

4. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Linear quadratic mean-field game with volatility uncertainty;Journal of Mathematical Analysis and Applications;2024-06

2. A Mean-Field Game for a Forward-Backward Stochastic System with Partial Observation and Common Noise;IEEE/CAA Journal of Automatica Sinica;2024-03

3. A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise;Applied Mathematics and Computation;2023-06

4. A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach;Optimal Control Applications and Methods;2022-12-08

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