[1]

Andersson, D, Djehiche, B:A maximum principle for SDEs of meanfield type, Appl. Math. Optim 63, 341356 (2011)

[2]

Antonelli, F:Backwardforward stochastic differential equations. Ann. Appl. Probab 3, 777793 (1993)

[3]

Bardi, M:Explicit solutions of some linearquadratic mean field games. Netw. Heterog. Media 7, 243261(2012)

[4]

Bensoussan, A, Sung, K, Yam, S, Yung, S:Linearquadratic meanfield games. J. Optim. Theory Appl 169, 496529 (2016)

[5]

Bismut, J:An introductory approach to duality in optimal stochastic control. SIAM Rev 20, 6278 (1978)

[6]

Buckdahn, R, Cardaliaguet, P, Quincampoix, M:Some recent aspects of differential game theory. Dynam Games Appl 1, 74114 (2010)

[7]

Buckdahn, R, Djehiche, B, Li, J:A general stochastic maximum principle for SDEs of meanfield type.Appl. Math. Optim 64, 197216 (2011)

[8]

Buckdahn, R, Djehiche, B, Li, J, Peng, S:Meanfield backward stochastic differential equations:a limit approach. Ann. Probab 37, 15241565 (2009a)

[9]

Buckdahn, R, Li, J, Peng, S:Meanfield backward stochastic differential equations and related partial differential equations, Stoch. Process. Appl 119, 31333154 (2009b)

[10]

Buckdahn, R, Li, J, Peng, S:Nonlinear stochastic differential games involving a major player and a large number of collectively acting minor agents. SIAM J. Control Optim 52, 451492 (2014)

[11]

Carmona, R, Delarue, F:Probabilistic analysis of meanfield games. SIAM J. Control Optim 51, 27052734 (2013)

[12]

Cvitanić, J, Ma, J:Hedging options for a large investor and forwardbackward SDE's. Ann. Appl. Probab 6, 370398 (1996)

[13]

Duffie, D, Epstein, L:Stochastic differential utility. Econometrica 60, 353394 (1992)

[14]

El Karoui, N, Peng, S, Quenez, M:Backward stochastic differential equations in finance. Math.Finance 7, 171 (1997)

[15]

Espinosa, G, Touzi, N:Optimal investment under relative performance concerns. Math. Finance 25, 221257 (2015)

[16]

Guéant, O, Lasry, JM, Lions, PL:Mean field games and applications, ParisPrinceton lectures on mathematical finance. Springer, Berlin (2010)

[17]

Huang, M:Largepopulation LQG games involving a major player:the Nash certainty equivalence principle. SIAM J. Control Optim 48, 33183353 (2010)

[18]

Huang, M, Caines, P, Malhamé, R:Largepopulation costcoupled LQG problems with nonuniform agents:individualmass behavior and decentralized εNash equilibria. IEEE Trans. Autom. Control 52, 15601571 (2007)

[19]

Huang, M, Caines, P, Malhamé, R:Social optima in mean field LQG control:centralized and decentralized strategies. IEEE Trans. Autom. Control 57, 17361751 (2012)

[20]

Huang, M, Malhamé, R, Caines, P:Large population stochastic dynamic games:closedloop McKeanVlasov systems and the Nash certainty equivalence principle. Commun. Inf. Syst 6, 221251(2006)

[21]

Hu, Y, Peng, S:Solution of forwardbackward stochastic differential equations. Proba. Theory Rel. Fields 103, 273283 (1995)

[22]

Lasry, JM, Lions, PL:Mean field games. Japan J. Math 2, 229260 (2007)

[23]

Li, T, Zhang, J:Asymptotically optimal decentralized control for large population stochastic multiagent systems. IEEE Trans. Autom. Control 53, 16431660 (2008)

[24]

Lim, E, Zhou, XY:Linearquadratic control of backward stochastic differential equations. SIAM J.Control Optim 40, 450474 (2001)

[25]

Ma, J, Protter, P, Yong, J:Solving forwardbackward stochastic differential equations explicitlya four step scheme, Proba. Theory Rel. Fields 98, 339359 (1994)

[26]

Ma, J, Wu, Z, Zhang, D, Zhang, J:On wellposedness of forwardbackward SDEsa unified approach.Ann. Appl. Probab 25, 21682214 (2015)

[27]

Ma, J, Yong, J:ForwardBackward Stochastic Differential Equations and Their Applications. SpringerVerlag, Berlin Heidelberg (1999)

[28]

Nguyen, S, Huang, M:LinearquadraticGaussian mixed games with continuumparametrized minor players. SIAM J. Control Optim 50, 29072937 (2012)

[29]

Nourian, M, Caines, P:∊Nash mean field game theory for nonlinear stochastic dynamical systems with major and minor agents. SIAM J. Control Optim 51, 33023331 (2013)

[30]

Pardoux, E, Peng, S:Adapted solution of backward stochastic equation. Syst. Control Lett 14, 5561(1990)

[31]

Peng, S, Wu, Z:Fully coupled forwardbackward stochastic differential equations and applications to optimal control, SIAM. J. Control Optim 37, 825843 (1999)

[32]

Wang, G, Wu, Z:The maximum principles for stochastic recursive optimal control problems under partial information. IEEE Trans. Autom. Control 54, 12301242 (2009)

[33]

Wu, Z:A general maximum principle for optimal control of forwardbackward stochastic systems.Automatica 49, 14731480 (2013)

[34]

Yong, J:Finding adapted solutions of forwardbackward stochastic differential equations:method of continuation. Proba. Theory Rel. Fields 107, 537572 (1997)

[35]

Yong, J:Optimality variational principle for controlled forwardbackward stochastic differential equations with mixed initialterminal conditions. SIAM J. Control Optim 48, 41194156 (2010)

[36]

Yong, J, Zhou, XY:Stochastic Controls:Hamiltonian Systems and HJB Equations. SpringerVerlag, New York (1999)

[37]

Yu, Z:Linearquadratic optimal control and nonzerosum differential game of forwardbackward stochastic system. Asian J.Control. 14, 173185 (2012)
