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Property / DOI: 10.1016/j.automatica.2011.11.010 / rank
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Latest revision as of 14:29, 16 December 2024

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A partial information non-zero sum differential game of backward stochastic differential equations with applications
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    A partial information non-zero sum differential game of backward stochastic differential equations with applications (English)
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    12 March 2013
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    backward stochastic differential equation
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    maximum principle
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    open-loop Nash equilibrium point
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    non-zero sum stochastic differential game
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    filtering
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    portfolio choice
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