Partial information stochastic differential games for backward stochastic systems driven by Lévy processes

DOI10.1155/2020/8563790zbMath1459.91020arXiv1708.03899OpenAlexW3087266973MaRDI QIDQ2004147

Qingxin Meng, Mao-ning Tang, Fu Zhang

Publication date: 14 October 2020

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

Full work available at URL: https://arxiv.org/abs/1708.03899

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20)

Cites Work

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• Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes
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