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Volumn 17, Issue 1, 1999, Pages 117-130

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

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EID: 0033482670     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1080/07362999908809591     Document Type: Article
Times cited : (62)

References (16)
  • 1
    • 0000580597 scopus 로고
    • Backward-forward stochastic differential equations
    • August
    • F. Antonelli: Backward-forward stochastic differential equations. The Annals of applied probability, vol.3, no3, August 1993.
    • (1993) The Annals of Applied Probability , vol.3 , Issue.3
    • Antonelli, F.1
  • 2
    • 0344891803 scopus 로고    scopus 로고
    • Solving backward-forward stochastic differential equations explicitly - A four step scheme
    • J. Ma, P. Protter, J. Young : Solving backward-forward stochastic differential equations explicitly - a four step scheme. ProbabilityTheory and related fields, vol.98, no3, 1994.
    • Probabilitytheory and Related Fields , vol.98 , Issue.3 , pp. 1994
    • Ma, J.1    Protter, P.2    Young, J.3
  • 3
    • 0020173111 scopus 로고
    • Non existence and nonuniqueness of open-loop equilibria in linear-quadratic differential games
    • August
    • T. Eisele: Non existence and nonuniqueness of open-loop equilibria in linear-quadratic differential games. JOTA vol.37, no4, August 1982, pp.443-468.
    • (1982) JOTA , vol.37 , Issue.4 , pp. 443-468
    • Eisele, T.1
  • 5
    • 0014994106 scopus 로고
    • A global theory for linear-quadratic differential games
    • D.L. Lukes, D.Z. Russel: A global theory for linear-quadratic differential games, JOTA, vol.33, pp. 96-123, 1971.
    • (1971) JOTA , vol.33 , pp. 96-123
    • Lukes, D.L.1    Russel, D.Z.2
  • 6
    • 0016950494 scopus 로고
    • N players stochastic differential games
    • P.P. Varaiya : N players stochastic differential games. SIAM JCO 14 (1976) pp.538-545.
    • (1976) SIAM JCO , vol.14 , pp. 538-545
    • Varaiya, P.P.1
  • 7
    • 0000551771 scopus 로고
    • On the existence of Nash equilibrium points in N person nonzero sum stochastic differential games
    • K. Ushida: On the existence of Nash equilibrium points in N person nonzero sum stochastic differential games. SIAM JCO. 16, no1,pp. 142-149, 1978.
    • (1978) SIAM JCO , vol.16 , Issue.1 , pp. 142-149
    • Ushida, K.1
  • 10
    • 0000492980 scopus 로고
    • Une topologie sur l'espace des semi-martingales
    • Springer Verlag
    • M. Emery : Une topologie sur l'espace des semi-martingales. Seminaires de probabilités XIII. Springer Verlag 1979.
    • (1979) Seminaires de Probabilités , vol.13
    • Emery, M.1
  • 14
    • 0003318214 scopus 로고
    • Backward stochastic differentiel equations and applications to optimal control
    • S. Peng: Backward stochastic differentiel equations and applications to optimal control -Applied Mathematics and Optimization 27; pp. 125-144 (1993).
    • (1993) Applied Mathematics and Optimization , vol.27 , pp. 125-144
    • Peng, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.