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A kind of stochastic recursive Zero-Sum differential game problem with double obstacles constraint - MaRDI portal

A kind of stochastic recursive Zero-Sum differential game problem with double obstacles constraint (Q5078029)

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scientific article; zbMATH DE number 7529959
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A kind of stochastic recursive Zero-Sum differential game problem with double obstacles constraint
scientific article; zbMATH DE number 7529959

    Statements

    A kind of stochastic recursive Zero-Sum differential game problem with double obstacles constraint (English)
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    20 May 2022
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    stochastic zero-sum differential game
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    recursive utility
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    mixed differential game
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    doubly reflected backward stochastic differential equation
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    sufficient condition
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