"Path-Dependent Controlled Mean-Field Coupled Forward-Backward SDEs: The ..."

Rainer Buckdahn et al. (2025)

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DOI: 10.1137/23M1590652

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type: Journal Article

metadata version: 2025-07-28

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Rainer Buckdahn, Juan Li, Junsong Li, Chuanzhi Xing:
Path-Dependent Controlled Mean-Field Coupled Forward-Backward SDEs: The Associated Stochastic Maximum Principle. SIAM J. Control. Optim. 63(3): 2124-2153 (2025)

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