Academic Journal
Stochastic Recursive Zero-sum Differential Games with Payoff Functional in BDSDEs under Model Uncertainty
| Τίτλος: | Stochastic Recursive Zero-sum Differential Games with Payoff Functional in BDSDEs under Model Uncertainty |
|---|---|
| Συγγραφείς: | Yanjun Wei, Lifeng Wei |
| Πηγή: | Highlights in Science, Engineering and Technology. 1:377-383 |
| Στοιχεία εκδότη: | Darcy & Roy Press Co. Ltd., 2022. |
| Έτος έκδοσης: | 2022 |
| Θεματικοί όροι: | 0209 industrial biotechnology, 02 engineering and technology |
| Περιγραφή: | In this paper, problems related to stochastic recursive 0-sum differential games under model uncertainty are studied. In this model, the cost function is defined by , in which is the solution of a family of forward and backward doubly stochastic differential equations. We deduced the existence of the saddle points for this robust problem with the selection theorem and comparison theorem of BDSDEs. The specific form of the cost function has also been given. |
| Τύπος εγγράφου: | Article |
| ISSN: | 2791-0210 |
| DOI: | 10.54097/hset.v1i.490 |
| Rights: | CC BY NC |
| Αριθμός Καταχώρησης: | edsair.doi...........6d9156679c5bf1990f3665791359b87f |
| Βάση Δεδομένων: | OpenAIRE |
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