Recursive Zero-Sum Stochastic Differential Game

摘要：

In this paper we are concerned with the recursive zero-sum stochastic differential game problems. Us ing the backward stochastic differential equations tech niques the existence result of a saddle point is obtained when the lsaaescondition holds. An example and sim ulation result are also given to illustrate the application of theoretical result.

作者: Wei Lifeng Wu Zhen

作者单位: School of Mathematics, Shandong University, Jinan 250100, P. R. China

会议类型: 国际会议

会议名称: International Conference on Intelligent Computation Technology and Automation(2008 智能计算技术与自动化国际会议 ICICTA 2008)

会议地点: 长沙

会议语种:英文

页码: 2289-2292

在线出版日期: 2008-10-20（万方平台首次上网日期，不代表论文的发表时间）