An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications

An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications

Abstract This paper is concerned with a kind of non-zero sum differential game driven by mean-field backward stochastic differential equation (MF-BSDE) with asymmetric information, whose novel feature is that both the state equation and the cost functional are of mean-field type. A necessary conditi...

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Bibliographic Details
Main Authors: Pengyan Huang, Guangchen Wang, Huanjun Zhang
Format: Article
Language:English
Published: SpringerOpen 2019-06-01
Series:Advances in Difference Equations
Subjects:
Mean-field backward stochastic differential equation
Asymmetric information
Nash equilibrium point
Maximum principle
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Online Access:http://link.springer.com/article/10.1186/s13662-019-2166-5

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http://link.springer.com/article/10.1186/s13662-019-2166-5

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