A kind of linear‐quadratic Pareto cooperative differential game with partial information

DOI10.1002/oca.2980MaRDI QIDQ6081005

Unnamed Author, Unnamed Author, Guangchen Wang

Publication date: 25 October 2023

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

zbMATH Keywords

filteringweight optimizationCMF-FBSDEcooperative stochastic differential gamePareto efficient strategy

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic games, stochastic differential games (91A15)

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