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Time-inconsistent recursive zero-sum stochastic differential games - MaRDI portal

Time-inconsistent recursive zero-sum stochastic differential games (Q2311592)

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Time-inconsistent recursive zero-sum stochastic differential games
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    title
    Time-inconsistent recursive zero-sum stochastic differential games (English)
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    DOI
    10.3934/mcrf.2018045
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    author
    Qingmeng Wei
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    Zhi-Yong Yu
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    publication date
    3 July 2019
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    Mathematics Subject Classification ID
    49N70
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    60H10
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    49N35
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    zbMATH DE Number
    7076378
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    zbMATH Keywords
    time-inconsistency
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    stochastic differential game
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    equilibrium saddle point
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    equilibrium Hamilton-Jacobi-Bellman-Isaacs equation
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    recursive criterion functional
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    OpenAlex ID
    W2891508433
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    Wikidata QID
    Q129108653
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