| 题名 | A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information |
| 作者 | |
| 通讯作者 | Xiao, Hua |
| 发表日期 | 2018-11
|
| DOI | |
| 发表期刊 | |
| ISSN | 0005-1098
|
| EISSN | 1873-2836
|
| 卷号 | 97页码:346-352 |
| 摘要 | This paper focuses on a kind of LQ non-zero sum differential game driven by backward stochastic differential equation with asymmetric information, which is a natural continuation of Wang and Yu (2010), Wang and Yu (2012). Different from Wang and Yu (2010) and Wang and Yu (2012), a realistic motivation for studying this kind of game is provided, and some feedback Nash equilibrium points are uniquely obtained by forward-backward stochastic differential equations, their filters and the corresponding Riccati equations with Markovian setting. (C) 2018 Elsevier Ltd. All rights reserved. |
| 关键词 | |
| 相关链接 | [来源记录] |
| 收录类别 | |
| 语种 | 英语
|
| 学校署名 | 其他
|
| 资助项目 | Southern University of Science and Technology start-up fund[Y01286220]
|
| WOS研究方向 | Automation & Control Systems
; Engineering
|
| WOS类目 | Automation & Control Systems
; Engineering, Electrical & Electronic
|
| WOS记录号 | WOS:000447568400040
|
| 出版者 | |
| EI入藏号 | 20183705807981
|
| EI主题词 | Computation theory
; Game theory
; Riccati equations
|
| EI分类号 | Computer Theory, Includes Formal Logic, Automata Theory, Switching Theory, Programming Theory:721.1
; Calculus:921.2
; Probability Theory:922.1
; Systems Science:961
|
| ESI学科分类 | ENGINEERING
|
| 来源库 | Web of Science
|
| 引用统计 |
被引频次[WOS]：39
|
| 成果类型 | 期刊论文 |
| 条目标识符 | http://sustech.caswiz.com/handle/2SGJ60CL/27032 |
| 专题 | 理学院_数学系 工学院_材料科学与工程系 |
| 作者单位 | 1.Shandong Univ, Sch Control Sci & Engn, Jinan 250061, Shandong, Peoples R China 2.Shandong Univ, Sch Math & Stat, Weihai 264209, Peoples R China 3.Southern Univ Sci & Technol, Dept Math, Shenzhen 518055, Peoples R China |
| 推荐引用方式 GB/T 7714 |
Wang, Guangchen,Xiao, Hua,Xiong, Jie. A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information[J]. AUTOMATICA,2018,97:346-352.
|
| APA |
Wang, Guangchen,Xiao, Hua,&Xiong, Jie.(2018).A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information.AUTOMATICA,97,346-352.
|
| MLA |
Wang, Guangchen,et al."A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information".AUTOMATICA 97(2018):346-352.
|
| 条目包含的文件 | ||||||
| 文件名称/大小 | 文献类型 | 版本类型 | 开放类型 | 使用许可 | 操作 | |
| Wang-2018-A kind of （818KB） | -- | -- | 限制开放 | -- | ||
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
; 
修改评论