Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (Q1711108): Difference between revisions
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Revision as of 20:16, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application |
scientific article |
Statements
Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (English)
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17 January 2019
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stochastic differential game
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maximum principle
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stochastic differential delayed equation
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linear-quadratic problem
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partial information
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g-expectation
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convex risk measure
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