Extends well-posedness of extended MF-FBSDEs to nonlinear domination-monotonicity conditions and derives explicit optimal controls for linear-convex and linear-quadratic problems with time-dependent random input constraints.
Mean-field type FBSDEs under domination-monotonicity conditions and application to LQ problems.SIAM J
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
citation-role summary
background 1
citation-polarity summary
fields
math.OC 1years
2026 1verdicts
UNVERDICTED 1roles
background 1polarities
background 1representative citing papers
citing papers explorer
-
Extended MF-FBSDEs with nonlinear domination-monotonicity conditions and stochastic optimal controls of Linear System with quadruple controls
Extends well-posedness of extended MF-FBSDEs to nonlinear domination-monotonicity conditions and derives explicit optimal controls for linear-convex and linear-quadratic problems with time-dependent random input constraints.