Partially-observed bilinear nonzero-sum stochastic differential game with affine-quadratic discounted payoff and application to competitive advertising

DOI10.1007/s13235-023-00535-6zbMath1544.91041MaRDI QIDQ6556817

Cheng-ke Zhang, Wang Tao, Unnamed Author

Publication date: 17 June 2024

Published in: Dynamic Games and Applications (Search for Journal in Brave)

zbMATH Keywords

nonzero-sum differential gamescompetitive advertisingbilinear affine-quadratic stochastic systempartial observer

Mathematics Subject Classification ID

2-person games (91A05) Stochastic games, stochastic differential games (91A15) Marketing, advertising (90B60)

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