Maximum principle for general partial information nonzero sum stochastic differential games and applications
Tianyang Nie, Falei Wang, Zhiyong Yu
| Year of publication: |
2022
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|---|---|
| Authors: | Nie, Tianyang ; Wang, Falei ; Yu, Zhiyong |
| Published in: |
Dynamic games and applications : DGA. - Boston : Birkhäuser, ISSN 2153-0793, ZDB-ID 2581474-6. - Vol. 12.2022, 2, p. 608-631
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| Subject: | Backward stochastic differential equation | Maximum principle | Nonzero sum stochastic differential game | Partial information | Variational inequality | Stochastischer Prozess | Stochastic process | Stochastisches Spiel | Stochastic game | Analysis | Mathematical analysis | Unvollkommene Information | Incomplete information | Spieltheorie | Game theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s13235-021-00402-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013198740