Mean-Field Type FBSDEs under Domination-Monotonicity Conditions and Application to LQ ProblemS

Ran Tian, Zhiyong Yu 0004. Mean-Field Type FBSDEs under Domination-Monotonicity Conditions and Application to LQ ProblemS. SIAM J. Control and Optimization, 61(1):22-46, February 2023. [doi]

Abstract

Abstract is missing.