Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

A partial information non-zero sum differential game of backward stochastic differential equations with applications

11 references·8 citing·33 second hop

FromToDepth

this work references cited by second hop

References

1982Dynamic Noncooperative Game Theory4,057 cited
1990Adapted solution of a backward stochastic differential equation2,676 cited
1999Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control494 cited
1995Solution of forward-backward stochastic differential equations402 cited
1993Backward stochastic differential equations and applications to optimal control401 cited
2003BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations186 cited
2001Linear-Quadratic Control of Backward Stochastic Differential Equations136 cited
2006Mixed Zero-Sum Stochastic Differential Game and American Game Options109 cited
2007Mean‐Variance Portfolio Selection under Partial Information108 cited
2009A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications103 cited
2010A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications94 cited

Cited by

2015An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach56 cited
2018A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information54 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2014

Maximum Principle for Nonzero-Sum Stochastic Differential Game With Delays

40 cited

2019A Stackelberg Game of Backward Stochastic Differential Equations with Applications33 cited

2015Optimal control problem of backward stochastic differential delay equation under partial information31 cited

2019Linear‐Quadratic Stackelberg Game for Mean‐Field Backward Stochastic Differential System and Application28 cited

2015A Nonzero Sum Differential Game of BSDE With Time-Delayed Generator and Applications27 cited

2021Stackelberg stochastic differential game with asymmetric noisy observations22 cited