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Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs - MaRDI portal

Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs (Q2272015)

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Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs
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    Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs (English)
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    5 August 2009
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    Nash equilibrium
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    Malliavin calculus
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    backward stochastic differential equations
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    BSDEs
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    stochastic games
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