A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information.
Guangchen WangHua XiaoJie XiongPublished in: Autom. (2018)
Keyphrases
- stochastic differential equations
- game theory
- stochastic games
- brownian motion
- maximum a posteriori estimation
- nash equilibria
- repeated games
- nash equilibrium
- optimal control
- boolean games
- additive gaussian noise
- game theoretic
- incomplete information
- fractional brownian motion
- differential equations
- optimal strategy
- image denoising
- long range
- denoising
- stochastic process
- multiscale
- imperfect information
- vector valued
- heavy traffic
- gaussian mixture model
- natural images