Linear-Quadratic Non-Zero Sum Backward Stochastic Differential Game With Overlapping Information (Q6055277)
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scientific article; zbMATH DE number 7743794
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-Quadratic Non-Zero Sum Backward Stochastic Differential Game With Overlapping Information |
scientific article; zbMATH DE number 7743794 |
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Linear-Quadratic Non-Zero Sum Backward Stochastic Differential Game With Overlapping Information (English)
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28 September 2023
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backward stochastic differential equation
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conditional mean-field stochastic differential equations
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Nash equilibrium strategy
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non-zero sum stochastic differential game
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overlapping information
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