Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application

Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application

Abstract This paper is concerned with a non-zero sum differential game problem of an anticipated forward-backward stochastic differential delayed equation under partial information. We establish a maximum principle and a verification theorem for the Nash equilibrium point by virtue of the duality an...

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Bibliographic Details
Main Author: Yi Zhuang
Format: Article
Language:English
Published: SpringerOpen 2017-12-01
Series:Advances in Difference Equations
Subjects:
stochastic differential game
maximum principle
stochastic differential delayed equation
linear-quadratic problem
partial information
g-expectation
Online Access:http://link.springer.com/article/10.1186/s13662-017-1438-1

Internet

http://link.springer.com/article/10.1186/s13662-017-1438-1

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