A kind of non-zero sum mixed differential game of backward stochastic differential equation
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Publication:2144044
DOI10.1186/s13662-020-2509-2zbMath1489.91036OpenAlexW3032373464WikidataQ115241287 ScholiaQ115241287MaRDI QIDQ2144044
Publication date: 1 June 2022
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13662-020-2509-2
mean-field backward stochastic differential equationArrow's sufficient optimality conditionnon-zero sum mixed differential gameopen-loop equilibrium point
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving randomness (49K45)
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