Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2021.125315
Abstract: Abstract In this study, we consider a class of asymmetric information linear-quadratic non-zero sum stochastic differential game problems. The system dynamics are governed by a forward linear mean-field stochastic differential equation and the cost functional… read more here.
Keywords: field; quadratic non; asymmetric information; linear quadratic ... See more keywords
Linear-Quadratic Non-Zero Sum Backward Stochastic Differential Game With Overlapping Information
Sign Up to like & getrecommendations! Published in 2023 at "IEEE Transactions on Automatic Control"
DOI: 10.1109/tac.2022.3159490
Abstract: This article studies a linear quadratic non-zero sum stochastic differential game with overlapping information, where the state dynamics are described by a backward stochastic differential equation and the information obtained by two players has a… read more here.
Keywords: information; quadratic non; stochastic differential; linear quadratic ... See more keywords