A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications
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Publication:4978895
DOI10.1109/TAC.2010.2048052zbMath1368.91035MaRDI QIDQ4978895
Publication date: 25 August 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
49N70: Differential games and control
91A23: Differential games (aspects of game theory)
91G80: Financial applications of other theories
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