A Stackelberg Game of Backward Stochastic Differential Equations with Applications

Zheng, YY; Shi, JT

Shi, JT (reprint author), Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China.

DYNAMIC GAMES AND APPLICATIONS, 0; ():

Abstract

This paper is concerned with a Stackelberg game of backward stochastic differential equations (BSDEs), where the coefficients of the backward system a......

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