Pareto optimal cooperative control of mean-field backward stochastic differential system in finite horizon
G. Saranya, R. Deepa, P. Muthukumar
| Year of publication: |
2025
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|---|---|
| Authors: | Saranya, G. ; Deepa, R. ; Muthukumar, P. |
| Published in: |
Dynamic games and applications : DGA. - Boston : Birkhäuser, ISSN 2153-0793, ZDB-ID 2581474-6. - Vol. 15.2025, 1, p. 279-305
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| Subject: | Cooperative differential game | Mean-field backward stochastic differential equations | Linear quadratic optimal control | Pareto optimal control | Weighted sum optimization | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process | Pareto-Optimum | Pareto efficiency | Mathematische Optimierung | Mathematical programming | Analysis | Mathematical analysis | Kooperatives Spiel | Cooperative game | Spieltheorie | Game theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s13235-024-00566-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015329333