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- W1969558286 abstract "In R. Buckdahn, Li, Peng [6], the authors obtained mean-field backward stochastic Differential equations (BSDEs) in a natural way as a limit of some highly dimensional system of forward and backward SDEs, corresponding to a great number of particles. In this paper, firstly, we prove that there exists a unique solution of fully coupled MF-FBSDE. Then we use the solutions of mean-field forward-backward stochastic differential equations to get the explicit form of the optimal control for linear quadratic optimal control problem and the open-loop Nash equilibrium point of nonzero sum differential games." @default.
- W1969558286 created "2016-06-24" @default.
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- W1969558286 date "2013-05-01" @default.
- W1969558286 modified "2023-09-23" @default.
- W1969558286 title "Backward linear quadratic stochastic optimal control problems and nonzero sum differential games" @default.
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- W1969558286 doi "https://doi.org/10.1109/ccdc.2013.6561842" @default.
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