A Non-zero Sum Differential Game of Mean-field Backward Stochastic Differential Equation

被引：0

作者：

Huang, Pengyan ^{[1
]}

Wang, Guangchen ^{[1
]}

机构：

[1] Shandong Univ, Sch Control Sci & Engn, Jinan, Shandong, Peoples R China

来源：

2017 CHINESE AUTOMATION CONGRESS (CAC) | 2017年

关键词：

mean-field backward stochastic differential equation; necessary condition; Nash equilibrium point; linear-quadratic game;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper is concerned with a kind of non-zero sum differential game of mean-field backward stochastic differential equation (MF-BSDE). A necessary condition for Nash equilibrium point is derived first, then the result is applied to study a linear-quadratic (LQ) game. The explicit form of candidate Nash equilibrium point is obtained.

引用

页码：4827 / 4831

页数：5

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