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math.OC2016
Partial Information Differential Games for Mean-Field SDEs
Hua Xiao, Shuaiqi Zhang
This paper is concerned with non-zero sum differential games of mean-field stochastic differential equations with partial information and convex control domain. First, applying the…
math.OC2016★ 5 cited
A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance
Jie Xiong, Shuaiqi Zhang, Yi Zhuang
In this article, we concern a kind of partially observed non-zero sum stochastic differential game based on forward and backward stochastic differential equations (FBSDEs). It is r…