
Previous Article
Linear quadratic optimal control of conditional McKeanVlasov equation with random coefficients and applications
 PUQR Home
 This Issue

Next Article
A branching particle system approximation for a class of FBSDEs
Backwardforward linearquadratic meanfield games with major and minor agents
1 Department of Applied Mathematics, The Hong Kong Polytechnic University, Hong kong, China; 
2 School of Mathematics, Shandong University, 250100 Jinan, China 
References:
show all references
References:
[1] 
Kai Du, Jianhui Huang, Zhen Wu. Linear quadratic meanfieldgame of backward stochastic differential systems. Mathematical Control and Related Fields, 2018, 8 (3&4) : 653678. doi: 10.3934/mcrf.2018028 
[2] 
Adel Chala, Dahbia Hafayed. On stochastic maximum principle for risksensitive of fully coupled forwardbackward stochastic control of meanfield type with application. Evolution Equations and Control Theory, 2020, 9 (3) : 817843. doi: 10.3934/eect.2020035 
[3] 
Juan Li, Wenqiang Li. Controlled reflected meanfield backward stochastic differential equations coupled with value function and related PDEs. Mathematical Control and Related Fields, 2015, 5 (3) : 501516. doi: 10.3934/mcrf.2015.5.501 
[4] 
Haiyan Zhang. A necessary condition for meanfield type stochastic differential equations with correlated state and observation noises. Journal of Industrial and Management Optimization, 2016, 12 (4) : 12871301. doi: 10.3934/jimo.2016.12.1287 
[5] 
Yufeng Shi, Tianxiao Wang, Jiongmin Yong. Meanfield backward stochastic Volterra integral equations. Discrete and Continuous Dynamical Systems  B, 2013, 18 (7) : 19291967. doi: 10.3934/dcdsb.2013.18.1929 
[6] 
René Aïd, Roxana Dumitrescu, Peter Tankov. The entry and exit game in the electricity markets: A meanfield game approach. Journal of Dynamics and Games, 2021, 8 (4) : 331358. doi: 10.3934/jdg.2021012 
[7] 
Ying Hu, Shanjian Tang. Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations. Discrete and Continuous Dynamical Systems, 2015, 35 (11) : 54475465. doi: 10.3934/dcds.2015.35.5447 
[8] 
Tianxiao Wang. Characterizations of equilibrium controls in time inconsistent meanfield stochastic linear quadratic problems. I. Mathematical Control and Related Fields, 2019, 9 (2) : 385409. doi: 10.3934/mcrf.2019018 
[9] 
Jie Xiong, Shuaiqi Zhang, Yi Zhuang. A partially observed nonzero sum differential game of forwardbackward stochastic differential equations and its application in finance. Mathematical Control and Related Fields, 2019, 9 (2) : 257276. doi: 10.3934/mcrf.2019013 
[10] 
Jianhui Huang, Xun Li, Jiongmin Yong. A linearquadratic optimal control problem for meanfield stochastic differential equations in infinite horizon. Mathematical Control and Related Fields, 2015, 5 (1) : 97139. doi: 10.3934/mcrf.2015.5.97 
[11] 
Jun Moon. Linearquadratic meanfield type stackelberg differential games for stochastic jumpdiffusion systems. Mathematical Control and Related Fields, 2022, 12 (2) : 371404. doi: 10.3934/mcrf.2021026 
[12] 
Dariusz Borkowski. Forward and backward filtering based on backward stochastic differential equations. Inverse Problems and Imaging, 2016, 10 (2) : 305325. doi: 10.3934/ipi.2016002 
[13] 
Tian Chen, Zhen Wu. A general maximum principle for partially observed meanfield stochastic system with random jumps in progressive structure. Mathematical Control and Related Fields, 2022 doi: 10.3934/mcrf.2022012 
[14] 
Diogo Gomes, Marc Sedjro. Onedimensional, forwardforward meanfield games with congestion. Discrete and Continuous Dynamical Systems  S, 2018, 11 (5) : 901914. doi: 10.3934/dcdss.2018054 
[15] 
Xin Chen, Ana Bela Cruzeiro. Stochastic geodesics and forwardbackward stochastic differential equations on Lie groups. Conference Publications, 2013, 2013 (special) : 115121. doi: 10.3934/proc.2013.2013.115 
[16] 
Rong Yang, Li Chen. Meanfield limit for a collisionavoiding flocking system and the timeasymptotic flocking dynamics for the kinetic equation. Kinetic and Related Models, 2014, 7 (2) : 381400. doi: 10.3934/krm.2014.7.381 
[17] 
Michael Herty, Torsten Trimborn, Giuseppe Visconti. Meanfield and kinetic descriptions of neural differential equations. Foundations of Data Science, 2022, 4 (2) : 271298. doi: 10.3934/fods.2022007 
[18] 
Kehan Si, Zhenda Xu, Ka Fai Cedric Yiu, Xun Li. Openloop solvability for meanfield stochastic linear quadratic optimal control problems of Markov regimeswitching system. Journal of Industrial and Management Optimization, 2021 doi: 10.3934/jimo.2021074 
[19] 
Yueyang Zheng, Jingtao Shi. A stackelberg game of backward stochastic differential equations with partial information. Mathematical Control and Related Fields, 2021, 11 (4) : 797828. doi: 10.3934/mcrf.2020047 
[20] 
Stamatios Katsikas, Vassilli Kolokoltsov. Evolutionary, meanfield and pressureresistance game modelling of networks security. Journal of Dynamics and Games, 2019, 6 (4) : 315335. doi: 10.3934/jdg.2019021 
Impact Factor:
Tools
Metrics
Other articles
by authors
[Back to Top]