Nonzero-sum differential game of backward doubly stochastic systems with delay and applications
DOI10.3934/mcrf.2020028zbMath1471.91025OpenAlexW3033610318MaRDI QIDQ829009
Publication date: 5 May 2021
Published in: Mathematical Control and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/mcrf.2020028
linear-quadratic problemNash equilibrium pointanticipated doubly stochastic differential equationsdelayed backward doubly stochastic differential equationsnonzero-sum stochastic differential game
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15)
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