Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds

Kai Du, Jianhui Huang, Zhen Wu. Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds. Int. J. Control, 94(2):336-350, 2021. [doi]

Abstract

Abstract is missing.