FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS, LINEAR QUADRATIC STOCHASTIC OPTIMAL CONTROL AND NONZERO SUM DIFFERENTIAL GAMES

By Wu Zhen. 2005

63 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/e1277649ee9f66331e8d53ad7fc6aa928bcd0d17

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1. Zhiyong Yu

Citations in the corpus

• Linear−quadratic optimal control and nonzero‐sum differential game of forward−backward stochastic system (2012, methodology): “We note that, in this paper, we consider the uniqueness of Nash equilibrium point which is omitted in [13, 14, 16].”