Stochastic recursive zero-sum differential game and mixed zero-sum differential game problem

DOI10.1155/2012/718714zbMath1264.91023WikidataQ58911632 ScholiaQ58911632MaRDI QIDQ1955113

Lifeng Wei, Zhen Wu

Publication date: 11 June 2013

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/718714

Mathematics Subject Classification ID

49N70: Differential games and control

91A23: Differential games (aspects of game theory)

91G80: Financial applications of other theories

91G20: Derivative securities (option pricing, hedging, etc.)

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35Q91: PDEs in connection with game theory, economics, social and behavioral sciences

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Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes

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