Solvability of Infinite Horizon McKean–Vlasov FBSDEs in Mean Field Control Problems and Games

被引：0
作者：
Erhan Bayraktar
Xin Zhang
机构：
[1] University of Michigan,Department of Mathematics
[2] University of Vienna,Department of Mathematics
来源：
Applied Mathematics & Optimization | 2023年 / 87卷
关键词：
McKean–Vlasov FBSDE; Infinite horizon; Mean field game; Mean field type control; 91A16; 49N80;
D O I：
暂无
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学科分类号：
摘要：
In this paper, we show existence and uniqueness of solutions of the infinite horizon McKean–Vlasov FBSDEs using two different methods, which lead to two different sets of assumptions. We use these results to solve the infinite horizon mean field type control problems and mean field games.
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