A BSDE approach to stochastic differential games with regime switching
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Publication:6484036
DOI10.1155/2021/9930142zbMATH Open1512.91013MaRDI QIDQ6484036FDOQ6484036
Authors: Jingyan Li, Maonin Tang 
Publication date: 24 January 2022
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
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- Two-player zero-sum stochastic differential games with regime switching
- Stochastic differential games with controlled regime-switching
- BSDEs with random default time and related zero-sum stochastic differential games
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- Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games
- Stochastic zero-sum differential games and backward stochastic differential equations
- A BSDE approach to stochastic differential games involving impulse controls and HJBI equation
- Switching Games of Stochastic Differential Systems
- Title not available (Why is that?)
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