Explicit Characterization of Feedback Nash Equilibria for Indefinite, Linear-Quadratic, Mean-Field-Type Stochastic Zero-Sum Differential Games with Jump-Diffusion Models
We consider the indefinite, linear-quadratic, mean-field-type stochastic zero-sum differential game for jump-diffusion models (I-LQ-MF-SZSDG-JD). Specifically, there are two players in the I-LQ-MF-SZSDG-JD, where Player 1 minimizes the objective functional, while Player 2 maximizes the same objectiv...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-09-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/8/10/1669 |