NONZERO-SUM DIFFERENTIAL GAME OF BACKWARD DOUBLY STOCHASTIC SYSTEMS WITH DELAY AND APPLICATIONS

Zhu, QF; Shi, YF

Shi, YF (corresponding author), Shandong Univ, Inst Financial Studies, Jinan 250100, Peoples R China.; Shi, YF (corresponding author), Shandong Univ, Sch Math, Jinan 250100, Peoples R China.

MATHEMATICAL CONTROL AND RELATED FIELDS, 2021; 11 (1): 73

Abstract

This paper is concerned with a kind of nonzero-sum differential game of backward doubly stochastic system with delay, in which the state dynamics foll......

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