Nonzero sum linear-quadratic stochastic differential games and backward-forward equations

被引：51
作者：
Hamadène, S [1 ]
机构：
[1] Univ Maine, Dept Math, F-72017 Le Mans, France
来源：
STOCHASTIC ANALYSIS AND APPLICATIONS | 1999年 / 17卷 / 01期
关键词：
D O I：
10.1080/07362999908809591
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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.
引用
收藏
页码：117 / 130
页数：14
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