Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps
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Publication:5095518
DOI10.1080/00207179.2021.1881164zbMath1497.91032OpenAlexW3122651976MaRDI QIDQ5095518
Publication date: 9 August 2022
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179.2021.1881164
forward-backward stochastic differential equationstime-inconsistencyNash equilibrium pointRiccati-like equationslinear-quadratic stochastic game
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Cites Work
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