论文信息 - Nonzero sum linear–quadratic stochastic differential games and backward–forward equations

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

We study the link between linear backward-forward stochastic differential equations and the problem of existence of Nash equilibrium points in nonzero sum linear–quadratic stochastic differential games. For such games we show the existence of an equilibrium point whose expression is given

S. Hamadène | S. Hamadène

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