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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| Format: | Article |
| Language: | English |
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SpringerOpen
2017-12-01
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| Series: | Advances in Difference Equations |
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| Online Access: | http://link.springer.com/article/10.1186/s13662-017-1438-1 |