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20232025
most citedOptimal control problems with generalized mean-field dynamics and viscosity solution to Master Bellman equation

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math.PR2023

Path-depending controlled mean-field coupled forward-backward SDEs. The associated stochastic maximum principle

Rainer Buckdahn, Juan Li, Junsong Li +1

In the present paper we discuss a new type of mean-field coupled forward-backward stochastic differential equations (MFFBSDEs). The novelty consists in the fact that the coefficien…