Nonzero sum differential game of mean-field BSDEs with jumps under partial information

DOI10.1155/2014/561382zbMath1407.49057OpenAlexW2159081131WikidataQ59065976 ScholiaQ59065976MaRDI QIDQ1718654

Xiaolan Chen, Qing-Feng Zhu

Publication date: 8 February 2019

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

Full work available at URL: https://doi.org/10.1155/2014/561382

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem
• Linear quadratic nonzero-sum differential games with random jumps
• Maximum principle for stochastic differential games with partial information
• The convergence problem for differential games
• Dynamic noncooperative game theory
• Fully coupled mean-field forward-backward stochastic differential equations and stochastic maximum principle
• A partial information non-zero sum differential game of backward stochastic differential equations with applications
• Forward-backward stochastic differential games and stochastic control under model uncertainty
• Subgame consistent solutions of a cooperative stochastic differential game with nontransferable payoffs
• A Malliavin Calculus Approach to General Stochastic Differential Games with Partial Information
• Optimal Play in a Stochastic Differential Game
• N-Player Stochastic Differential Games
• Nonzero sum linear–quadratic stochastic differential games and backward–forward equations
• A maximum principle for stochastic differential games with g-expectations and partial information
• A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications
• Differential games of partial information forward-backward doubly SDE and applications
• Necessary Conditions for Optimal Strategies in a Class of Differential Games and Control Problems
• The existence of value in differential games

This page was built for publication: Nonzero sum differential game of mean-field BSDEs with jumps under partial information