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arXiv · 2102.09619

Solvability of Infinite horizon McKean-Vlasov FBSDEs in Mean Field Control Problems and Games

Erhan Bayraktar·Xin Zhang
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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.

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Erhan Bayraktar, Xin Zhang. 2021-02-18. Solvability of Infinite horizon McKean-Vlasov FBSDEs in Mean Field Control Problems and Games. https://arxiv.org/abs/2102.09619

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