Mean-Field Type Games between Two Players Driven by Backward Stochastic Differential Equations
In this paper, mean-field type games between two players with backward stochastic dynamics are defined and studied. They make up a class of non-zero-sum, non-cooperating, differential games where the players’ state dynamics solve backward stochastic differential equations (BSDE) that depen...
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| Format: | Article |
| Language: | English |
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MDPI AG
2018-11-01
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| Series: | Games |
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| Online Access: | https://www.mdpi.com/2073-4336/9/4/88 |