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A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information - MaRDI portal

A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information (Q1716549)

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scientific article; zbMATH DE number 7012180
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English
A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information
scientific article; zbMATH DE number 7012180

    Statements

    A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information (English)
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    5 February 2019
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    asymmetric information
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    backward stochastic differential equation
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    feedback Nash equilibrium point
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    filter
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    non-zero sum differential game
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