Linear quadratic nonzero-sum differential games with random jumps
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Publication:940010
DOI10.1007/BF02466416zbMATH Open1144.91305MaRDI QIDQ940010FDOQ940010
Publication date: 1 September 2008
Published in: Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)
Differential games (aspects of game theory) (91A23) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cites Work
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- Nonexistence and nonuniqueness of open-loop equilibria in linear- quadratic differential games
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Cited In (15)
- Backward linear-quadratic stochastic optimal control and nonzero-sum differential game problem with random jumps
- Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps
- Forward-backward doubly stochastic differential equations with random jumps and related games
- Optimal control of multifactor uncertain system with jumps
- Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps
- Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information
- Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information
- The irrational behavior proof condition for linear-quadratic discrete-time dynamic games with nontransferable payoffs
- Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps
- Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games
- General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance
- Optimal control of uncertain systems with jump under optimistic value criterion
- Stability and linear quadratic differential games of discrete-time Markovian jump linear systems with state-dependent noise
- Linear quadratic nonzero sum differential games with asymmetric information
- Nonzero sum differential game of mean-field BSDEs with jumps under partial information
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