Special Session 134: Mean field stochastic control problems and related topics

Mean-field BSDEs with quadratic growth and related control problems
Jiaqiang Wen
Southern University of Science and Technology
Peoples Rep of China
Co-Author(s):    
Abstract:
In this talk, I will present some of our recent works on general mean-field backward stochastic differential equations (BSDEs) with quadratic growth, including results on existence, uniqueness, comparison theorems, particle systems, and their relation with PDEs. Then, based on these theoretical results, I will discuss our recent work on stochastic optimal control problems and utility maximization problems.