A partial information non-zero sum differential game of backward stochastic differential equations with applications (Q1941256): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Maximum principle for stochastic differential games with partial information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic noncooperative game theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonzero sum linear–quadratic stochastic differential games and backward–forward equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixed Zero-Sum Stochastic Differential Game and American Game Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4357505 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solution of forward-backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear-Quadratic Control of Backward Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations and applications to optimal control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: MEAN-VARIANCE HEDGING FOR PARTIALLY OBSERVED DRIFT PROCESSES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical Solutions for Stochastic Differential Games With Regime Switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Separation Theorem of Stochastic Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forward-backward stochastic differential equations, linear quadratic stochastic optimal control and nonzero sum differential games / rank
 
Normal rank
Property / cites work
 
Property / cites work: A maximum principle for partially observed optimal control of forward-backward stochastic control systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3503154 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean‐Variance Portfolio Selection under Partial Information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255599 / rank
 
Normal rank

Latest revision as of 06:06, 6 July 2024

scientific article
Language Label Description Also known as
English
A partial information non-zero sum differential game of backward stochastic differential equations with applications
scientific article

    Statements

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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references