An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications

Linear-Quadratic Stackelberg Game for Mean-Field Backward Stochastic Differential System and Application

(2019) Kai Du et al.   MATHEMATICAL PROBLEMS IN ENGINEERING

An optimal control problem for linear SDE of mean-field type with terminal constraint and partial information

(2019) Haiyan Zhang   Advances in Difference Equations

Open-Loop Stackelberg Strategy for the Linear Quadratic Mean-Field Stochastic Differential Game

(2018) Yaning Lin et al.   IEEE TRANSACTIONS ON AUTOMATIC CONTROL

A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information

(2018) Guangchen Wang et al.   AUTOMATICA

Maximum principle for mean-field zero-sum stochastic differential game with partial information and its application to finance

(2017) Jinbiao Wu et al.   EUROPEAN JOURNAL OF CONTROL

Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information

(2017) Heping Ma et al.   EUROPEAN JOURNAL OF CONTROL

BSDEs with monotone generator driven by time-changed Lévy noises

(2017) Xiaohui Shen et al.   Advances in Difference Equations

Dynamic Optimization of Large-Population Systems with Partial Information

(2015) Jianhui Huang et al.   JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS

Linear-Quadratic Mean Field Games

(2015) A. Bensoussan et al.   JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS

On Mean-Field Partial Information Maximum Principle of Optimal Control for Stochastic Systems with Lévy Processes

(2015) Mokhtar Hafayed et al.   JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS

Well-posedness of mean-field type forward–backward stochastic differential equations

(2015) A. Bensoussan et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators

(2015) Rui Mu et al.   Advances in Difference Equations

Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps

(2015) Na Li et al.   Advances in Difference Equations

A partial information non-zero sum differential game of backward stochastic differential equations with applications

(2011) Guangchen Wang et al.   AUTOMATICA

A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications

(2010) Guangchen Wang et al.   IEEE TRANSACTIONS ON AUTOMATIC CONTROL

Mean-field backward stochastic differential equations: A limit approach

(2009) Rainer Buckdahn et al.   ANNALS OF PROBABILITY