A partial information non-zero sum differential game of backward stochastic differential equations with applications.
Guangchen WangZhiyong YuPublished in: Autom. (2012)
Keyphrases
- partial information
- stochastic differential equations
- incomplete information
- nash equilibria
- repeated games
- game theory
- maximum a posteriori estimation
- stochastic games
- brownian motion
- nash equilibrium
- additive gaussian noise
- boolean games
- fractional brownian motion
- autonomous agents
- differential equations
- cooperative
- optimal control
- diffusion process
- probabilistic model
- multi agent systems
- reinforcement learning