Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance (Q2514637): Difference between revisions
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Revision as of 02:19, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance |
scientific article |
Statements
Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance (English)
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3 February 2015
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non-zero sum stochastic differential game
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forward-backward stochastic differential equations
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impulse controls
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open-loop Nash equilibrium point
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maximum principle
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stochastic recursive utility
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