An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications (Q2424363)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications |
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An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications (English)
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24 June 2019
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mean-field backward stochastic differential equation
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asymmetric information
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Nash equilibrium point
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maximum principle
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filter
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