A partial information non-zero sum differential game of backward stochastic differential equations with applications (Q1941256)
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scientific article; zbMATH DE number 6143426
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| English | A partial information non-zero sum differential game of backward stochastic differential equations with applications |
scientific article; zbMATH DE number 6143426 |
Statements
A partial information non-zero sum differential game of backward stochastic differential equations with applications (English)
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12 March 2013
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backward stochastic differential equation
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maximum principle
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open-loop Nash equilibrium point
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non-zero sum stochastic differential game
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filtering
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portfolio choice
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0.918277621269226
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0.9116783738136292
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0.9086546301841736
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0.8956437110900879
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