Extends domination-monotonicity conditions to nonlinear extended MF-FBSDEs and derives closed-form optimal controls for linear-convex and linear-quadratic stochastic control problems with time-dependent random input constraints.
An extended mean field game for storage in smart grids.J
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Extended MF-FBSDEs with nonlinear domination-monotonicity conditions and stochastic optimal controls of Linear System with quadruple controls
Extends domination-monotonicity conditions to nonlinear extended MF-FBSDEs and derives closed-form optimal controls for linear-convex and linear-quadratic stochastic control problems with time-dependent random input constraints.