标题:Backward linear quadratic stochastic optimal control problems and nonzero sum differential games
作者:Yanjun Lou;Wenqiang Li;
作者机构:[Yanjun Lou;Wenqiang Li]School of Mathematics and Statistics, Shandong University at Weihai
会议名称:第25届中国控制与决策会议
来源:第25届中国控制与决策会议论文集
出版年:2013
关键词:Mean-field forward-backward stochastic differential equations; stochastic optimal control; nonzero sum differential games.
摘要:In R. Buckdahn, Li, Peng [6], the authors obtained mean-field backward stochastic Differential equations (BSDEs) in a natural way as a limit of some highly dimensional system of forward and backward SDEs, corresponding to a great number of particles. In this paper, firstly, we prove that there exist...
资源类型:会议论文
原文链接:http://kns.cnki.net/kns/detail/detail.aspx?FileName=KZJC201309001943&DbName=CPFD2013
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