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The dynamic programming method of stochastic differential game for functional forward-backward stochastic system - MaRDI portal

The dynamic programming method of stochastic differential game for functional forward-backward stochastic system

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Publication:474323

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zbMath1299.49059MaRDI QIDQ474323

Chuanfeng Sun, Shaolin Ji, Qingmeng Wei

Publication date: 24 November 2014

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

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Dynamic programming (90C39) Stochastic games, stochastic differential games (91A15) Stochastic systems in control theory (general) (93E03)

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