Nonzero-sum differential game of backward doubly stochastic systems with delay and applications

DOI10.3934/MCRF.2020028MaRDI QIDQ829009zbMATH OpenOpenAlexFDO

Authors Qingfeng Zhu, Yufeng Shi

Publication date 5 May 2021

Published in Mathematical Control and Related Fields (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/mcrf.2020028

zbMATH Keywords

linear-quadratic problemNash equilibrium pointanticipated doubly stochastic differential equationsdelayed backward doubly stochastic differential equationsnonzero-sum stochastic differential game

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15)

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Cites work

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Cited in

(9)

• Forward-backward stochastic differential equation games with delay and noisy memory
• Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application
• Partially observed nonzero-sum differential game of BSDEs with delay and applications
• Non-zero sum differential games of backward stochastic differential delay equations under partial information
• Non-zero-sum differential games of delayed backward doubly stochastic systems and their application
• Maximum principle for non-zero sum stochastic differential game with discrete and distributed delays
• A type of general forward-backward stochastic differential equations and applications
• A variational formula for non-zero sum stochastic differential game of fully coupled forward-backward stochastic systems with jumps and some applications
• Differential games of partial information forward-backward doubly SDE and applications

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