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math.OC2026
Multidimensional quadratic BSDEs with weak interactions and their applications in mean-field games of controls
Ulrich Horst, Emil Schmidek, Huilin Zhang
The well-posedness of multidimensional quadratic backward stochastic differential equations (qBSDEs) remains one of the central open problems in BSDE theory. Motivated by a mean-fi…
math.PR2026
Mean-field games with rough common noise: the linear-quadratic case
Peter K. Friz, Ioannis Gasteratos, Ulrich Horst +1
Motivated by mean-field games (MFG) with common noise on the one hand and pathwise stochastic control theory on the other, we formulate here a linear-quadratic (LQ) MFG with rough…