Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application
DOI10.1186/s13662-017-1438-1zbMath1444.34100arXiv1702.04883OpenAlexW2595276435WikidataQ59524701 ScholiaQ59524701MaRDI QIDQ1711108
Publication date: 17 January 2019
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1702.04883
maximum principlelinear-quadratic problemstochastic differential gamepartial informationstochastic differential delayed equationconvex risk measureg-expectation
Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) Stochastic functional-differential equations (34K50)
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