Non-zero-sum differential games of delayed backward doubly stochastic systems and their application
From MaRDI portal
Publication:6583320
DOI10.1002/ASJC.3230MaRDI QIDQ6583320
Ruiqiang Lin, Jie Xu, Rui Zhang
Publication date: 6 August 2024
Published in: Asian Journal of Control (Search for Journal in Brave)
time delaydifferential gameadjoint equationbackward doubly stochastic differential equationNash equilibrium pointnon-zero-sum
Cites Work
- Forward-backward linear quadratic stochastic optimal control problem with delay
- Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance
- Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes
- Adapted solution of a backward stochastic differential equation
- Partially observed nonzero-sum differential game of BSDEs with delay and applications
- Backward doubly stochastic differential equations and systems of quasilinear SPDEs
- A partial information non-zero sum differential game of backward stochastic differential equations with applications
- Mean-field linear-quadratic stochastic differential games
- Deep fictitious play for stochastic differential games
- Non-cooperative games
- A maximum principle for infinite horizon delay equations
- A Nonzero Sum Differential Game of BSDE With Time-Delayed Generator and Applications
- Maximum Principle for Nonzero-Sum Stochastic Differential Game With Delays
- Optimal Control of Backward Doubly Stochastic Systems With Partial Information
- Maximum Principle for Backward Doubly Stochastic Control Systems with Applications
- Nonzero sum linear–quadratic stochastic differential games and backward–forward equations
- Stochastic maximum principle for delayed backward doubly stochastic control systems
- Nash equilibria for nonzero-sum ergodic stochastic differential games
- Backward equations, stochastic control and zero-sum stochastic differential games
- A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications
- Stochastic maximum principle for delayed doubly stochastic control systems and their applications
- A Partially Observed Nonzero‐Sum Stochastic Differential Game with Delays and its Application to Finance
- Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain
This page was built for publication: Non-zero-sum differential games of delayed backward doubly stochastic systems and their application
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6583320)