Partially Observed Nonzero-Sum Differential Game of BSDEs with Delay and Applications
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2020, Issue 2020 (31 Dec. 2020), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2020-06-19
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
A class of partially observed nonzero-sum differential games for backward stochastic differential equations with time delays is studied, in which both game system and cost functional involve the time delays of state variables and control variables under each participant with different observation equations.
A necessary condition (maximum principle) for the Nash equilibrium point to this kind of partially observed game is established, and a sufficient condition (verification theorem) for the Nash equilibrium point is given.
A partially observed linear quadratic game is taken as an example to illustrate the application of the maximum principle.
American Psychological Association (APA)
An, Qiguang& Zhu, Qingfeng. 2020. Partially Observed Nonzero-Sum Differential Game of BSDEs with Delay and Applications. Mathematical Problems in Engineering،Vol. 2020, no. 2020, pp.1-10.
https://search.emarefa.net/detail/BIM-1194461
Modern Language Association (MLA)
An, Qiguang& Zhu, Qingfeng. Partially Observed Nonzero-Sum Differential Game of BSDEs with Delay and Applications. Mathematical Problems in Engineering No. 2020 (2020), pp.1-10.
https://search.emarefa.net/detail/BIM-1194461
American Medical Association (AMA)
An, Qiguang& Zhu, Qingfeng. Partially Observed Nonzero-Sum Differential Game of BSDEs with Delay and Applications. Mathematical Problems in Engineering. 2020. Vol. 2020, no. 2020, pp.1-10.
https://search.emarefa.net/detail/BIM-1194461
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1194461