Non-Zero Sum Differential Games of Backward Stochastic Differential Delay Equations Under Partial Information
DOI10.1002/ASJC.1382zbMath1357.93107OpenAlexW2523439028MaRDI QIDQ2970897
Publication date: 31 March 2017
Published in: Asian Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asjc.1382
maximum principleadjoint equationequilibrium pointbackward stochastic differential delay equationtime-advanced stochastic differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games and control (49N70) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)
Related Items (3)
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