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A PARTIALLY OBSERVED NON-ZERO SUM DIFFERENTIAL GAME OF FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND ITS APPLICATION IN FINANCE 期刊论文
MATHEMATICAL CONTROL AND RELATED FIELDS, 2019, 卷号: 9, 期号: 2, 页码: 257-276
作者:  Xiong, Jie;  Zhang, Shuaiqi;  Zhuang, Yi
收藏  |  浏览/下载:10/0  |  提交时间:2019/12/11
A kind of stochastic recursive Zero-Sum differential game problem with double obstacles constraint 期刊论文
Communications in Statistics - Theory and Methods, 2019
作者:  Wu Z.;  Xu Z.
收藏  |  浏览/下载:7/0  |  提交时间:2019/12/11
An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications 期刊论文
ADVANCES IN DIFFERENCE EQUATIONS, 2019, 卷号: 2019, 期号: 1
作者:  Huang, Pengyan;  Wang, Guangchen;  Zhang, Huanjun
收藏  |  浏览/下载:11/0  |  提交时间:2019/12/11
Non-zero-sum stochastic differential reinsurance and investment games with default risk 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 卷号: 264, 期号: 3, 页码: 1144-1158
作者:  Deng, Chao;  Zeng, Xudong;  Zhu, Huiming
收藏  |  浏览/下载:7/0  |  提交时间:2019/08/22
TIME-INCONSISTENT RECURSIVE ZERO-SUM STOCHASTIC DIFFERENTIAL GAMES 期刊论文
MATHEMATICAL CONTROL AND RELATED FIELDS, 2018, 卷号: 8, 期号: 3-4, 页码: 1051-1079
作者:  Wei, Qingmeng;  Yu, Zhiyong
收藏  |  浏览/下载:15/0  |  提交时间:2019/12/11
A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information 期刊论文
AUTOMATICA, 2018, 卷号: 97, 页码: 346-352
作者:  Wang, Guangchen;  Xiao, Hua;  Xiong, Jie
收藏  |  浏览/下载:15/0  |  提交时间:2019/12/11
Non-Zero Sum Differential Games of Backward Stochastic Differential Delay Equations Under Partial Information (EI收录) 期刊论文
Asian Journal of Control, 2017, 卷号: 19, 页码: 316-324
作者:  Wu, Shuang[1,2];  Shu, Lan[1]
收藏  |  浏览/下载:3/0  |  提交时间:2019/04/24
Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application 期刊论文
ADVANCES IN DIFFERENCE EQUATIONS, 2017
作者:  Zhuang, Yi
收藏  |  浏览/下载:10/0  |  提交时间:2019/12/16
A non-zero sum differential game of mean-field backward stochastic differential equation 期刊论文
Proceedings - 2017 Chinese Automation Congress, CAC 2017, 2017, 卷号: 2017-January, 页码: 4827-4831
作者:  Huang, Pengyan;  Wang, Guangchen
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/12
A Non-zero Sum Differential Game of Mean-field Backward Stochastic Differential Equation 会议论文
Chinese Automation Congress (CAC), OCT 20-22, 2017
作者:  Huang, Pengyan;  Wang, Guangchen
收藏  |  浏览/下载:6/0  |  提交时间:2019/12/31


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