The following pages link to (Q4357505):
Displayed 30 items.
- Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition (Q400582) (← links)
- Second-order BSDEs with general reflection and game options under uncertainty (Q402477) (← links)
- Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
- Bang-bang-type Nash equilibrium point for Markovian nonzero-sum stochastic differential game (Q466184) (← links)
- Stochastic differential games with a varying number of players (Q479322) (← links)
- Nash points for nonzero-sum stochastic differential games with separate Hamiltonians (Q483903) (← links)
- Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes (Q524829) (← links)
- Some recent aspects of differential game theory (Q545655) (← links)
- General existence results for reflected BSDE and BSDE (Q554228) (← links)
- Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis (Q616310) (← links)
- Stochastic representation for solutions of Isaacs' type integral-partial differential equations (Q645592) (← links)
- A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals (Q655329) (← links)
- Nash equilibrium payoffs for stochastic differential games with jumps and coupled nonlinear cost functionals (Q744970) (← links)
- Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers (Q839520) (← links)
- On existence of solutions of BSDEs with continuous coefficient (Q1771298) (← links)
- A partial information non-zero sum differential game of backward stochastic differential equations with applications (Q1941256) (← links)
- Stochastic differential games with reflection and related obstacle problems for Isaacs equations (Q1942154) (← links)
- Reflected forward-backward stochastic differential equations with continuous monotone coefficients (Q1957146) (← links)
- Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs (Q2272015) (← links)
- Stochastic differential games for fully coupled FBSDEs with jumps (Q2355304) (← links)
- Reflected backward SDEs with two barriers under monotonicity and general increasing conditions (Q2471119) (← links)
- Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (Q2485475) (← links)
- Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coeffi\-cients (Q2485765) (← links)
- BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. (Q2574593) (← links)
- Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games (Q3178443) (← links)
- Solvable stochastic differential games in rank one compact symmetric spaces (Q4561192) (← links)
- Infinite horizon impulse control problem with continuous costs, numerical solutions (Q4584684) (← links)
- Nash equilibria for nonzero-sum ergodic stochastic differential games (Q4684904) (← 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)