Pages that link to "Item:Q1805788"

The following pages link to Backward-forward SDE's and stochastic differential games (Q1805788):

Displaying 38 items.

• Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection (Q402722) (← links)
• Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes (Q524829) (← links)
• Dynamic Bertrand oligopoly (Q626425) (← links)
• A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals (Q655329) (← links)
• General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance (Q1035875) (← links)
• Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps (Q1625492) (← links)
• Near-optimality conditions in stochastic control of linear fully coupled FBSDEs (Q1689681) (← links)
• Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria (Q1713461) (← links)
• A stochastic maximum principle for a stochastic differential game of a mean-field type (Q1935504) (← links)
• Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information (Q2049322) (← links)
• On forward-backward stochastic differential equations in a domination-monotonicity framework (Q2115131) (← links)
• Maximum principle for general partial information nonzero sum stochastic differential games and applications (Q2150665) (← links)
• Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games (Q2229567) (← links)
• Risk-sensitive nonzero-sum stochastic differential game with unbounded coefficients (Q2245622) (← links)
• Forward-backward stochastic differential games and stochastic control under model uncertainty (Q2247914) (← links)
• Existence of the solutions of backward-forward SDE's with continuous monotone coefficients (Q2497820) (← links)
• An FBSDE approach to market impact games with stochastic parameters (Q2671645) (← links)
• On the viscosity solutions of a stochastic differential utility problem (Q2694813) (← links)
• Approximate Solutions of Continuous-Time Stochastic Games (Q2822796) (← links)
• Portfolio optimization under model uncertainty and BSDE games (Q2866379) (← links)
• Limit theorems for BSDE with local time applications to non-linear PDE (Q3148778) (← links)
• Mean-field backward–forward stochastic differential equations and nonzero sum stochastic differential games (Q3384670) (← links)
• Sur l'existence de solutions d'équations différentielles stochastiques progréssives rétrogrades couplées (Q3518567) (← links)
• Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration (Q4431483) (← links)
• Two-Person Zero-Sum Stochastic Linear-Quadratic Differential Games (Q4992013) (← links)
• Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls (Q5084120) (← links)
• Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition (Q5086414) (← links)
• Quadratic BSDEs with jumps and related PIDEs (Q5086911) (← links)
• Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions (Q5107920) (← links)
• Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients (Q5265776) (← links)
• Weak solutions and a Yamada–Watanabe theorem for FBSDEs (Q5324841) (← links)
• The Existence of Game Value for Path-dependent Stochastic Differential Game (Q5348479) (← links)
• An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach (Q5502184) (← links)
• One kind of linear-quadratic zero-sum stochastic differential game with jumps (Q5863725) (← links)
• Stochastic differential games with random coefficients and stochastic Hamilton-Jacobi-Bellman-Isaacs equations (Q6103985) (← links)
• Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games (Q6189684) (← links)
• Linear-quadratic two-person differential game: Nash game versus Stackelberg game, local information versus global information (Q6562464) (← links)
• Linear quadratic nonzero-sum mean-field stochastic differential games with regime switching (Q6622701) (← links)