A Nonzero Sum Differential Game of BSDE With Time-Delayed Generator and Applications
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Publication:2980503
DOI10.1109/TAC.2015.2480335zbMATH Open1359.91015MaRDI QIDQ2980503FDOQ2980503
Authors: Guangchen Wang, Jingtao Shi 
Publication date: 3 May 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic games, stochastic differential games (91A15)
Cited In (16)
- Nonzero-sum differential game of backward doubly stochastic systems with delay and applications
- Markov games with unknown random state-actions-dependent discount factors: empirical estimation
- BSDEs with random default time and related zero-sum stochastic differential games
- Non-zero-sum differential games of delayed backward doubly stochastic systems and their application
- Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application
- Maximum principle for stochastic control system with elephant memory and jump diffusion
- Title not available (Why is that?)
- A kind of non-zero sum mixed differential game of backward stochastic differential equation
- A Stackelberg game of backward stochastic differential equations with applications
- Linear quadratic optimal control problems of delayed backward stochastic differential equations
- On \(\varepsilon\)-Nash equilibria of linear time-delay dynamic games with convex strategy set
- Partially observed nonzero-sum differential game of BSDEs with delay and applications
- A Stackelberg game of backward stochastic differential equations with partial information
- L p -solutions of backward doubly stochastic differential equations with time delayed generators
- 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
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