Nonzero sum linear–quadratic stochastic differential games and backward–forward equations (Q4238565)
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scientific article; zbMATH DE number 1271280
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English | Nonzero sum linear–quadratic stochastic differential games and backward–forward equations |
scientific article; zbMATH DE number 1271280 |
Statements
Nonzero sum linear–quadratic stochastic differential games and backward–forward equations (English)
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14 October 1999
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backward-forward stochastic equations
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Nash equilibrium points
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