Partially observed nonzero-sum differential game of BSDEs with delay and applications

DOI10.1155/2020/3518961zbMATH Open1459.91019OpenAlexW3036779793MaRDI QIDQ779508FDOQ779508

Authors: Qiguang An, Qingfeng Zhu 

Publication date: 13 July 2020

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/3518961

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Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)

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Cited In (3)

• A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance
• BSDEs with random default time and related zero-sum stochastic differential games
• Non-zero-sum differential games of delayed backward doubly stochastic systems and their application

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