A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance-Reference-Cited by-同舟云学术

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A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance

Published:2019 Issue:2 Volume:9 Page:257-276
ISSN:2156-8499
Container-title:Mathematical Control & Related Fields
language:en
Short-container-title:

Author:

Xiong Jie, ,Zhang Shuaiqi,Zhuang Yi, , , ,

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

General Medicine,Applied Mathematics,Control and Optimization

Cited by 9 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Linear-quadratic Stochastic Leaders-followers Differential Game with An Incomplete Information Structure;2022 41st Chinese Control Conference (CCC);2022-07-25

2. A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management;SIAM Journal on Control and Optimization;2022-05-03

3. A linear-quadratic partially observed Stackelberg stochastic differential game with application;Applied Mathematics and Computation;2022-05

4. A Game Theoretic Approach on an Optimal Investment-Consumption-Insurance Strategy;Journal of Mathematical Finance;2022

5. A stackelberg game of backward stochastic differential equations with partial information;Mathematical Control & Related Fields;2021

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