Explicit Characterization of Feedback Nash Equilibria for Indefinite, Linear-Quadratic, Mean-Field-Type Stochastic Zero-Sum Differential Games with Jump-Diffusion Models

We consider the indefinite, linear-quadratic, mean-field-type stochastic zero-sum differential game for jump-diffusion models (I-LQ-MF-SZSDG-JD). Specifically, there are two players in the I-LQ-MF-SZSDG-JD, where Player 1 minimizes the objective functional, while Player 2 maximizes the same objectiv...

Fuld beskrivelse

Bibliografiske detaljer

Principais autores:	Jun Moon, Wonhee Kim
Format:	Artigo
Sprog:	Inglês
Udgivet:	MDPI AG 2020-09-01
Serier:	Mathematics
Fag:	mean-field stochastic differential equations with jump diffusions stochastic zero-sum differential games Nash equilibrium coupled integro-Riccati differential equations
Online adgang:	https://www.mdpi.com/2227-7390/8/10/1669
Tags:	Tilføj Tag Ingen Tags, Vær først til at tagge denne postø!