Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (Q1711108): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1702.04883 / rank | |||
Normal rank | |||
Revision as of 21:18, 18 April 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)
0 references
17 January 2019
0 references
stochastic differential game
0 references
maximum principle
0 references
stochastic differential delayed equation
0 references
linear-quadratic problem
0 references
partial information
0 references
g-expectation
0 references
convex risk measure
0 references
