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LINEAR QUADRATIC MEAN-FIELD-GAME OF BACKWARD STOCHASTIC DIFFERENTIAL SYSTEMS
Du, Kai; Huang, Jianhui; Wu, Zhen
刊名MATHEMATICAL CONTROL AND RELATED FIELDS
2018
卷号8期号:3-4页码:653-678
关键词Backward mean-field game (BMFG) epsilon-Nash equilibrium Hamiltonian-type consistency condition (HCC) Riccati-type consistency condition (RCC) backward stochastic differential equation (BSDE)
DOI10.3934/mcrf.2018028
URL标识查看原文
公开日期[db:dc_date_available]
内容类型期刊论文
URI标识http://www.corc.org.cn/handle/1471x/4581243
专题山东大学
作者单位1.Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China.
2.Shandong Univ, Zhongtai Secur Inst Financial Study,
推荐引用方式
GB/T 7714
Du, Kai,Huang, Jianhui,Wu, Zhen. LINEAR QUADRATIC MEAN-FIELD-GAME OF BACKWARD STOCHASTIC DIFFERENTIAL SYSTEMS[J]. MATHEMATICAL CONTROL AND RELATED FIELDS,2018,8(3-4):653-678.
APA Du, Kai,Huang, Jianhui,&Wu, Zhen.(2018).LINEAR QUADRATIC MEAN-FIELD-GAME OF BACKWARD STOCHASTIC DIFFERENTIAL SYSTEMS.MATHEMATICAL CONTROL AND RELATED FIELDS,8(3-4),653-678.
MLA Du, Kai,et al."LINEAR QUADRATIC MEAN-FIELD-GAME OF BACKWARD STOCHASTIC DIFFERENTIAL SYSTEMS".MATHEMATICAL CONTROL AND RELATED FIELDS 8.3-4(2018):653-678.
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