Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps
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Cites work
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Cited in
(8)- Time-inconsistent recursive zero-sum stochastic differential games
- A stochastic linear-quadratic differential game with time-inconsistency
- A Nash-type fictitious game framework to time-inconsistent stochastic control problems
- Time-inconsistent LQ games for large-population systems and applications
- Nonlocality, nonlinearity, and time inconsistency in stochastic differential games
- Closed-loop and open-loop equilibrium of a class time-inconsistent linear-quadratic differential games
- Stochastic linear-quadratic differential game with regime-switching in an infinite horizon
- Time-inconsistent large-population linear-quadratic games with major and minor agents
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