A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information (Q1716549)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information |
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A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information (English)
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5 February 2019
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asymmetric information
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backward stochastic differential equation
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feedback Nash equilibrium point
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filter
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non-zero sum differential game
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