A partial information non-zero sum differential game of backward stochastic differential equations with applications (Q1941256): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.automatica.2011.11.010 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2089710246 / rank | |||
Normal rank | |||
Revision as of 18:07, 19 March 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
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
