A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications
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Publication:4978895
DOI10.1109/TAC.2010.2048052zbMath1368.91035MaRDI QIDQ4978895
Publication date: 25 August 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Financial applications of other theories (91G80)
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