Nonzero-sum differential game of backward doubly stochastic systems with delay and applications
DOI10.3934/MCRF.2020028zbMATH Open1471.91025OpenAlexW3033610318MaRDI QIDQ829009FDOQ829009
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
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linear-quadratic problemNash equilibrium pointanticipated doubly stochastic differential equationsdelayed backward doubly stochastic differential equationsnonzero-sum stochastic differential game
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