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Optimal Control of Mean-field FBSDEs and Classical Solutions of the Related Generalized HJB Equations
In this article, we study optimal control problems driven by mean-field forward-backward stochastic differential equations (FBSDEs). The aim is two-fold: (i) to provide the unique optimal control; (ii) to establish classical solutions of the associated generalized Hamilton-Jacobi-Bellman (HJB) equat
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