The connection between mean-field linear-quadratic-Gaussian games of forward and backward stochastic differential systems

التفاصيل البيبلوغرافية
العنوان: The connection between mean-field linear-quadratic-Gaussian games of forward and backward stochastic differential systems
المؤلفون: Du, Kai, Wu, Zhen
المصدر: 2017 Chinese Automation Congress (CAC) Chinese Automation Congress (CAC), 2017. :5042-5047 Oct, 2017
Relation: 2017 Chinese Automation Congress (CAC)
قاعدة البيانات: IEEE Xplore Digital Library
الوصف
ردمك:9781538635247
9781538635230
DOI:10.1109/CAC.2017.8243674