Nonzero sum linear–quadratic stochastic differential games and backward–forward equations
Nonzero sum linear–quadratic stochastic differential games and backward–forward equations
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DOI：
10.1080/07362999908809591
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发表时间：
1999
影响因子：
1.3
通讯作者：
S. Hamadène
中科院分区：
文献类型：
--
作者：
S. Hamadène
研究了线性倒向-正向随机微分方程与非零和线性二次随机微分对策Nash平衡点存在性问题之间的联系。对于这样的博弈，我们证明了一个平衡点的存在性，其表达式如下：
We study the link between linear backward-forward stochastic differential equations and the problem of existence of Nash equilibrium points in nonzero sum linear–quadratic stochastic differential games. For such games we show the existence of an equilibrium point whose expression is given