Linear quadratic mean-field-game of backward stochastic differential systems
Author(s) -
Kai Du,
Jianhui Huang,
Zhen Wu
Publication year - 2018
Publication title -
mathematical control and related fields
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.658
H-Index - 21
eISSN - 2156-8472
pISSN - 2156-8499
DOI - 10.3934/mcrf.2018028
Subject(s) - mathematics , stochastic differential equation , nash equilibrium , consistency (knowledge bases) , quadratic equation , hamiltonian (control theory) , scalar (mathematics) , field (mathematics) , mathematical optimization , pure mathematics , discrete mathematics , geometry
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