Maximum principle for differential games of forward-backward stochastic systems with applications
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Publication:640986
DOI10.1016/j.jmaa.2011.08.009zbMath1233.91041OpenAlexW2040217801MaRDI QIDQ640986
Publication date: 21 October 2011
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2011.08.009
Nash equilibriumPontryagin maximum principleforward-backward stochastic differential equationsstochastic differential gamesnonzero sum gameszero sum games
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