Non-zero-sum differential games of delayed backward doubly stochastic systems and their application
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Publication:6583320
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Cites work
- A Nonzero Sum Differential Game of BSDE With Time-Delayed Generator and Applications
- A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications
- A maximum principle for infinite horizon delay equations
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- A partially observed nonzero-sum stochastic differential game with delays and its application to finance
- Adapted solution of a backward stochastic differential equation
- Backward doubly stochastic differential equations and systems of quasilinear SPDEs
- Backward equations, stochastic control and zero-sum stochastic differential games
- Deep fictitious play for stochastic differential games
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- Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes
- Maximum principle for backward doubly stochastic control systems with applications
- Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance
- Mean-field linear-quadratic stochastic differential games
- Nash equilibria for nonzero-sum ergodic stochastic differential games
- Non-cooperative games
- Nonzero sum linear–quadratic stochastic differential games and backward–forward equations
- Optimal Control of Backward Doubly Stochastic Systems With Partial Information
- Partially observed nonzero-sum differential game of BSDEs with delay and applications
- Stochastic maximum principle for delayed backward doubly stochastic control systems
- Stochastic maximum principle for delayed doubly stochastic control systems and their applications
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