Solvability of Infinite horizon McKean-Vlasov FBSDEs in Mean Field Control Problems and Games
Abstract
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.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.