• DocumentCode
    1643510
  • Title

    One Kind of Stochastic Nonzero-sum Game Problem and BSDEs

  • Author

    Wu Zhen ; Yu Zhiyong

  • Author_Institution
    Shandong Univ., Jinan
  • fYear
    2007
  • Firstpage
    399
  • Lastpage
    402
  • Abstract
    In this paper, we deal with one kind of stochastic nonzero-sum differential game problem for N players. Using the solutions of the backward stochastic differential equations and Malliavin calculus technique, we give the explicit form of a Nash equilibrium point.
  • Keywords
    differential equations; differential games; stochastic games; Malliavin calculus; Nash equilibrium point; backward stochastic differential equations; stochastic nonzero-sum differential game problem; Algebra; Calculus; Differential equations; Extraterrestrial measurements; Filtration; Mathematics; Measurement standards; Nash equilibrium; Stochastic processes; Stochastic systems; Backward stochastic differential equations; Malliavin calculus; Nash equilibrium point; Nonzero-sum differential game;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control Conference, 2007. CCC 2007. Chinese
  • Conference_Location
    Hunan
  • Print_ISBN
    978-7-81124-055-9
  • Type

    conf

  • DOI
    10.1109/CHICC.2006.4347017
  • Filename
    4347017
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1643510