Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps

Wang, HY; Wu, Z

Wu, Z (corresponding author), Shandong Univ, Sch Math, Jinan 250100, Peoples R China.

INTERNATIONAL JOURNAL OF CONTROL, ; ():

Abstract

We study a kind of time-inconsistent linear-quadratic non-zero sum stochastic differential game problems with random jumps. The time-inconsistency ari......

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