Nonzero-sum differential game of backward doubly stochastic systems with delay and applications

DOI10.3934/mcrf.2020028zbMath1471.91025OpenAlexW3033610318MaRDI QIDQ829009

Qing-Feng Zhu, Yu-feng Shi

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

zbMATH Keywords

linear-quadratic problemNash equilibrium pointanticipated doubly stochastic differential equationsdelayed backward doubly stochastic differential equationsnonzero-sum stochastic differential game

Mathematics Subject Classification ID

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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