A partial information non-zero sum differential game of backward stochastic differential equations with applications
type: Item
instance of: scholarly article
title: A partial information non-zero sum differential game of backward stochastic differential equations with applications
zbMATH Open document ID: 1260.93181
author: Guangchen Wang
author: Zhiyong Yu
published in: Automatica
publication date: 2013-03-12T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49K45
Mathematics Subject Classification ID: 91A23
Mathematics Subject Classification ID: 91A15
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6143426
zbMATH Keywords: backward stochastic differential equation
zbMATH Keywords: maximum principle
zbMATH Keywords: open-loop Nash equilibrium point
zbMATH Keywords: non-zero sum stochastic differential game
zbMATH Keywords: filtering
zbMATH Keywords: portfolio choice
MaRDI profile type: Publication
full work available at URL: j.automatica.2011.11.010
OpenAlex ID: W2089710246
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DOI: 10.1016/J.AUTOMATICA.2011.11.010
description: scientific article; zbMATH DE number 6143426