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) |
DOI | 10.3934/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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