Nonzero sum linear–quadratic stochastic differential games and backward–forward equations
From MaRDI portal
Publication:4238565
Recommendations
- Backward-forward SDE's and stochastic differential games
- Linear quadratic nonzero-sum differential games with random jumps
- Nash-equilibrium in stochastic differential games
- Linear - quadratic optimal control and nonzero-sum differential game of forward-backward stochastic system
- Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients
Cites work
- N-Player Stochastic Differential Games
- Backward stochastic differential equations and applications to optimal control
- Backward-forward stochastic differential equations
- scientific article; zbMATH DE number 3793150 (Why is no real title available?)
- scientific article; zbMATH DE number 45955 (Why is no real title available?)
- scientific article; zbMATH DE number 193190 (Why is no real title available?)
- scientific article; zbMATH DE number 3797647 (Why is no real title available?)
- Nonexistence and nonuniqueness of open-loop equilibria in linear- quadratic differential games
- Solving forward-backward stochastic differential equations explicitly -- a four step scheme
- Stochastic differential games
Cited in
(50)- Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria
- A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information
- Linear quadratic nonzero sum differential games with asymmetric information
- A variational formula for nonzero-sum stochastic differential games of FBSDEs and applications
- Nonzero sum differential game of mean-field BSDEs with jumps under partial information
- Backward-forward SDE's and stochastic differential games
- Backward linear-quadratic stochastic optimal control and nonzero-sum differential game problem with random jumps
- A partial information non-zero sum differential game of backward stochastic differential equations with applications
- Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games
- Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information
- A Stackelberg game of backward stochastic differential equations with applications
- Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games
- Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs
- A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance
- Two different approaches to nonzero-sum stochastic differential games
- Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance
- Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information
- An FBSDE approach to market impact games with stochastic parameters
- Maximum principle for forward-backward doubly stochastic control systems and applications
- Mean-field backward-forward stochastic differential equations and nonzero sum stochastic differential games
- Control of McKean-Vlasov dynamics versus mean field games
- Nash-equilibrium in stochastic differential games
- scientific article; zbMATH DE number 563682 (Why is no real title available?)
- Approximate Public-Signal Correlated Equilibria for Nonzero-Sum Differential Games
- Bang-bang-type Nash equilibrium point for Markovian nonzero-sum stochastic differential game
- Two-person zero-sum stochastic linear-quadratic differential games
- Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games
- Dynamic set values for nonzero-sum games with multiple equilibriums
- Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps
- Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes
- Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients
- Some recent aspects of differential game theory
- Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs
- Linear - quadratic optimal control and nonzero-sum differential game of forward-backward stochastic system
- Maximum principle for differential games of forward-backward stochastic systems with applications
- Linear-quadratic two-person differential game: Nash game versus Stackelberg game, local information versus global information
- Forward-backward doubly stochastic differential equations with random jumps and related games
- Open-loop and closed-loop local and remote stochastic nonzero-sum game with inconsistent information structure
- Non-zero-sum differential games of delayed backward doubly stochastic systems and their application
- Linear quadratic nonzero-sum mean-field stochastic differential games with regime switching
- Zero-sum stochastic differential games and backward equations
- Turnpike property of nonzero-sum linear-quadratic differential games
- A partially observed nonzero-sum differential game of mean-field backward doubly stochastic systems
- Stochastic linear-quadratic differential game with regime-switching in an infinite horizon
- Long-time behavior of zero-sum linear-quadratic stochastic differential games
- Optimal stochastic singular control for mixed delay differential game with Brownian noise and Teugels martingales
- Existence of optimal controls for systems of controlled forward-backward doubly SDEs
- Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates
- Leader-follower stochastic differential game with asymmetric information and applications
- Linear quadratic nonzero-sum differential games with random jumps
This page was built for publication: Nonzero sum linear–quadratic stochastic differential games and backward–forward equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4238565)
