Differential games of partial information forward-backward doubly SDE and applications (Q5404529)
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scientific article; zbMATH DE number 6273394
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Differential games of partial information forward-backward doubly SDE and applications |
scientific article; zbMATH DE number 6273394 |
Statements
Differential games of partial information forward-backward doubly SDE and applications (English)
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24 March 2014
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stochastic differential game
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partial information
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forward-backward doubly stochastic differential equation
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equilibrium point
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stochastic filtering
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