Penalizing the terminal constraint and sending the penalty to infinity produces an optimal control for extended mean field games with terminal constraint, characterized by a new conditional mean field FBSDE with a free backward part.
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Extended mean field games with terminal constraint via decoupling fields
Penalizing the terminal constraint and sending the penalty to infinity produces an optimal control for extended mean field games with terminal constraint, characterized by a new conditional mean field FBSDE with a free backward part.