Non-Zero Sum Differential Games of Backward Stochastic Differential Delay Equations Under Partial Information

DOI10.1002/ASJC.1382zbMath1357.93107OpenAlexW2523439028MaRDI QIDQ2970897

Shuang Wu, Lan Shu

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

zbMATH Keywords

maximum principleadjoint equationequilibrium pointbackward stochastic differential delay equationtime-advanced stochastic differential equation

Mathematics Subject Classification ID

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)

Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application ⋮ A Partially Observed Nonzero‐Sum Stochastic Differential Game with Delays and its Application to Finance ⋮ Partially observed nonzero-sum differential game of BSDEs with delay and applications

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