most citedStochastic Maximum Principle for Mean-field Controls and Non-Zero Sum Mean-field Game Problems for Forward-Backward Systems

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math.OC2012★ 1 cited

Stochastic Maximum Principle for Mean-field Controls and Non-Zero Sum Mean-field Game Problems for Forward-Backward Systems

Ruimin Xu, Liangquan Zhang

The objective of the present paper is to investigate the solution of fully coupled mean-field forward-backward stochastic differential equations (FBSDEs in short) and to study the…