A variational formula for nonzero-sum stochastic differential games of FBSDEs and applications

DOI10.1155/2014/283418zbMath1407.49059OpenAlexW2050584239WikidataQ59065404 ScholiaQ59065404MaRDI QIDQ1718035

Mao-ning Tang

Publication date: 8 February 2019

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/283418

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)

Related Items (1)

Stochastic maximum principle for recursive optimal control problems with varying terminal time

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