Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps (Q5095518)
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scientific article; zbMATH DE number 7569674
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps |
scientific article; zbMATH DE number 7569674 |
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Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps (English)
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9 August 2022
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time-inconsistency
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linear-quadratic stochastic game
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Nash equilibrium point
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forward-backward stochastic differential equations
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Riccati-like equations
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