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
收藏
页码：699 / 706
页数：8
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