Partial Information Stochastic Differential Games for Backward Stochastic Systems Driven by Lévy Processes
Joint Authors
Zhang, Fu
Meng, QingXin
Tang, MaoNing
Source
Mathematical Problems in Engineering
Issue
Vol. 2020, Issue 2020 (31 Dec. 2020), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2020-09-18
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
In this paper, we consider a partial information two-person zero-sum stochastic differential game problem, where the system is governed by a backward stochastic differential equation driven by Teugels martingales and an independent Brownian motion.
A sufficient condition and a necessary one for the existence of the saddle point for the game are proved.
As an application, a linear quadratic stochastic differential game problem is discussed.
American Psychological Association (APA)
Zhang, Fu& Meng, QingXin& Tang, MaoNing. 2020. Partial Information Stochastic Differential Games for Backward Stochastic Systems Driven by Lévy Processes. Mathematical Problems in Engineering،Vol. 2020, no. 2020, pp.1-7.
https://search.emarefa.net/detail/BIM-1201214
Modern Language Association (MLA)
Zhang, Fu…[et al.]. Partial Information Stochastic Differential Games for Backward Stochastic Systems Driven by Lévy Processes. Mathematical Problems in Engineering No. 2020 (2020), pp.1-7.
https://search.emarefa.net/detail/BIM-1201214
American Medical Association (AMA)
Zhang, Fu& Meng, QingXin& Tang, MaoNing. Partial Information Stochastic Differential Games for Backward Stochastic Systems Driven by Lévy Processes. Mathematical Problems in Engineering. 2020. Vol. 2020, no. 2020, pp.1-7.
https://search.emarefa.net/detail/BIM-1201214
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1201214