Mean-Field Type FBSDEs under Domination-Monotonicity Conditions and Application to LQ Problems
Author:
Affiliation:
1. Zhongtai Securities Institute for Financial Studies, Shandong University, Jinan, Shandong, 250100, China.
2. Corresponding author. School of Mathematics, Shandong University, Jinan, Shandong, 250100, China.
Funder
National Key Research and Development Program of China
National Natural Science Foundation of China
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Reference26 articles.
1. Backward-Forward Stochastic Differential Equations
2. Solvability of Infinite Horizon McKean–Vlasov FBSDEs in Mean Field Control Problems and Games
3. Well-posedness of mean-field type forward–backward stochastic differential equations
4. Mean-field backward stochastic differential equations: A limit approach
5. Mean-field backward stochastic differential equations and related partial differential equations
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