Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (Q1711108)
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scientific article; zbMATH DE number 7002717
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| English | Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application |
scientific article; zbMATH DE number 7002717 |
Statements
Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (English)
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17 January 2019
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stochastic differential game
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maximum principle
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stochastic differential delayed equation
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linear-quadratic problem
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partial information
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g-expectation
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convex risk measure
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0.9151442646980286
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0.8902713656425476
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0.8769984841346741
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0.8745952844619751
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0.8719813823699951
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