Add to ORKGABSTRACT. The purpose of this note is to provide an existence result for the solution of fully coupled Forward Backward Stochastic Differential Equations (FBSDEs) of the mean field type. These equations occur in the study of mean field games and the optimal control of dynamics of the McKean Vlasov type. 1
In this paper, mean-field type games between two players with backward stochastic dynamics are defin...
Mean-field backward stochastic Volterra integral equations (MFBSVIEs, for short) are introduced and ...
Abstract. We propose a new algorithm to approximate weakly the solution of a McKean-Vlasov SDE. Base...
ABSTRACT. The purpose of this note is to provide an existence result for the solution of fully coupl...
The purpose of this note is to provide an existence result for the solution of fully coupled Forward...
AbstractIn [R. Buckdahn, B. Djehiche, J. Li, S. Peng, Mean-field backward stochastic differential eq...
The purpose of this paper is to provide a detailed probabilistic analysis of the optimal control of ...
We discuss and compare two methods of investigations for the asymptotic regime of stochastic differe...
This article is concerned with stochastic control problems for backward doubly stochastic differenti...
This paper introduces and solves a general class of fully coupled forward-backward stochastic dynami...
This project investigates numerical methods for solving fully coupled forward-backward stochastic di...
We obtain the existence and uniqueness result of the mild solutions to mean-field backward stochasti...
The present paper concerns with a near-optimal control problem for systems governed by mean-field fo...
In this paper, mean-field type games between two players with backward stochastic dynamics are defin...
Abstract. We propose a new algorithm to approximate weakly the solution of a McKean-Vlasov SDE. Base...
In this paper, mean-field type games between two players with backward stochastic dynamics are defin...
Mean-field backward stochastic Volterra integral equations (MFBSVIEs, for short) are introduced and ...
Abstract. We propose a new algorithm to approximate weakly the solution of a McKean-Vlasov SDE. Base...
ABSTRACT. The purpose of this note is to provide an existence result for the solution of fully coupl...
The purpose of this note is to provide an existence result for the solution of fully coupled Forward...
AbstractIn [R. Buckdahn, B. Djehiche, J. Li, S. Peng, Mean-field backward stochastic differential eq...
The purpose of this paper is to provide a detailed probabilistic analysis of the optimal control of ...
We discuss and compare two methods of investigations for the asymptotic regime of stochastic differe...
This article is concerned with stochastic control problems for backward doubly stochastic differenti...
This paper introduces and solves a general class of fully coupled forward-backward stochastic dynami...
This project investigates numerical methods for solving fully coupled forward-backward stochastic di...
We obtain the existence and uniqueness result of the mild solutions to mean-field backward stochasti...
The present paper concerns with a near-optimal control problem for systems governed by mean-field fo...
In this paper, mean-field type games between two players with backward stochastic dynamics are defin...
Abstract. We propose a new algorithm to approximate weakly the solution of a McKean-Vlasov SDE. Base...
In this paper, mean-field type games between two players with backward stochastic dynamics are defin...
Mean-field backward stochastic Volterra integral equations (MFBSVIEs, for short) are introduced and ...
Abstract. We propose a new algorithm to approximate weakly the solution of a McKean-Vlasov SDE. Base...