scientific article; zbMATH DE number 1066318
From MaRDI portal
Publication:4357505
zbMath0892.60062MaRDI QIDQ4357505
Jean-Pierre Lepeltier, Said Hamadène, Shige Peng
Publication date: 9 August 1998
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers ⋮ Stochastic differential switching game in infinite horizon ⋮ Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games ⋮ Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs ⋮ Sequential systems of reflected backward stochastic differential equations with application to impulse control ⋮ Reflected BSDEs in non-convex domains ⋮ Solvable stochastic differential games in rank one compact symmetric spaces ⋮ Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums ⋮ A BSDE approach to stochastic differential games involving impulse controls and HJBI equation ⋮ Zero-sum path-dependent stochastic differential games in weak formulation ⋮ Anticipated backward stochastic differential equations and their applications to zero-sum stochastic differential games ⋮ Maximum principle for non-zero sum stochastic differential game with discrete and distributed delays ⋮ Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition ⋮ Regularity of Nash payoffs of Markovian nonzero-sum stochastic differential games ⋮ Infinite horizon impulse control problem with continuous costs, numerical solutions ⋮ Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis ⋮ The Existence of Game Value for Path-dependent Stochastic Differential Game ⋮ Zero-sum stochastic differential game in finite horizon involving impulse controls ⋮ Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition ⋮ Second-order BSDEs with general reflection and game options under uncertainty ⋮ A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions ⋮ Stochastic differential games with random coefficients and stochastic Hamilton-Jacobi-Bellman-Isaacs equations ⋮ Reflected backward stochastic difference equations and optimal stopping problems under \(g\)-expectation ⋮ A partial information non-zero sum differential game of backward stochastic differential equations with applications ⋮ Stochastic differential games with reflection and related obstacle problems for Isaacs equations ⋮ Doubly reflected BSDEs driven by a Lévy process ⋮ Some partially observed multi-agent linear exponential quadratic stochastic differential games ⋮ Reflected forward-backward stochastic differential equations with continuous monotone coefficients ⋮ Stochastic representation for solutions of Isaacs' type integral-partial differential equations ⋮ Nonzero sum differential game of mean-field BSDEs with jumps under partial information ⋮ One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators ⋮ Existence and uniqueness results for BSDE with jumps: the whole nine yards ⋮ Bang-bang-type Nash equilibrium point for Markovian nonzero-sum stochastic differential game ⋮ A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals ⋮ Backward stochastic differential equations with unbounded generators ⋮ Stochastic differential games with a varying number of players ⋮ Nash points for nonzero-sum stochastic differential games with separate Hamiltonians ⋮ Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games ⋮ Reflected backward SDEs with two barriers under monotonicity and general increasing conditions ⋮ Risk-sensitive nonzero-sum stochastic differential game with unbounded coefficients ⋮ Quasilinear stochastic PDEs with two obstacles: probabilistic approach ⋮ Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes ⋮ Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient ⋮ Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coeffi\-cients ⋮ Some recent aspects of differential game theory ⋮ General existence results for reflected BSDE and BSDE ⋮ On existence of solutions of BSDEs with continuous coefficient ⋮ Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs ⋮ Nash equilibria for nonzero-sum ergodic stochastic differential games ⋮ Obliquely reflected backward stochastic differential equations ⋮ Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games ⋮ Nash equilibrium payoffs for stochastic differential games with jumps and coupled nonlinear cost functionals ⋮ Dynamic equilibrium of market making with price competition ⋮ Switching problems with controlled randomisation and associated obliquely reflected BSDEs ⋮ Contract Theory in a VUCA World ⋮ An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach ⋮ Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant ⋮ BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. ⋮ Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem ⋮ Stochastic differential games for fully coupled FBSDEs with jumps