Bang-bang-type Nash equilibrium point for Markovian nonzero-sum stochastic differential game

被引：11

作者：

Hamadene, Said ^{[1
]}

Mu, Rui ^{[1
,2
]}

机构：

[1] Univ Maine, LMM, F-72085 Le Mans 9, France

[2] Shandong Univ, Sch Math, Jinan 250100, Peoples R China

来源：

COMPTES RENDUS MATHEMATIQUE | 2014年 / 352卷 / 09期

关键词：

FEEDBACK; EQUATIONS;

D O I：

10.1016/j.crma.2014.06.011

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this Note, we solve a nonzero-sum stochastic differential game (NZSDG) with bang-bang-type equilibrium controls by using backward stochastic differential equations (BSDEs). The generator is multi-dimensional and discontinuous with respect to z. (C) 2014 Academie des sciences. Published by Elsevier Masson SAS. All rights reserved.

引用

页码：699 / 706

页数：8

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