Bibliographic Details
| Title: |
Stochastic Recursive Zero-sum Differential Games under Model Uncertainty |
| Authors: |
Yan Li, Lifeng Wei |
| Source: |
Highlights in Science, Engineering and Technology. 1:363-369 |
| Publisher Information: |
Darcy & Roy Press Co. Ltd., 2022. |
| Publication Year: |
2022 |
| Subject Terms: |
0209 industrial biotechnology, 02 engineering and technology |
| Description: |
In this paper, we study stochastic recursive zero-sum differential game problem where the payoff function is described by the solutions of a class of backward stochastic differential equations with uncertainty parameter , which are used to represent different market conditions. In such case, the existence of saddle points for stochastic differential game problems above-mentioned is proved. |
| Document Type: |
Article |
| ISSN: |
2791-0210 |
| DOI: |
10.54097/hset.v1i.488 |
| Rights: |
CC BY NC |
| Accession Number: |
edsair.doi...........c9db4046edde90ecf0d1db2179ffcd24 |
| Database: |
OpenAIRE |