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A kind of linear quadratic non-zero sum differential game of backward stochastic differential equation with asymmetric information
Optimization and Control · Submitted 2 Jul 2014
abstract compiled · 2026-09-23 · no language-model review
The authors' main claim Some feedback Nash equilibrium points are uniquely obtained by forward-backward stochastic differential equations, their filters and the corresponding Riccati equations with Markovian setting.
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This paper focuses on a kind of linear quadratic non-zero sum differential game driven by backward stochastic differential equation with asymmetric information, which is a natural continuation of Wang and Yu [IEEE TAC (2010) 55: 1742-1747, Automatica (2012) 48: 342-352]. Different from Wang and Yu [IEEE TAC (2010) 55: 1742-1747, Automatica (2012) 48: 342-352], novel motivations for studying this kind of game are provided. Some feedback Nash equilibrium points are uniquely obtained by forward-backward stochastic differential equations, their filters and the corresponding Riccati equations with Markovian setting.
background contribution method result interpretation main claim
| # | sentence | role | the authors' own work | states the main conclusion | strength |
|---|---|---|---|---|---|
| s0 | This paper focuses on a kind of linear quadratic non-zero sum differential game driven by backward stochastic differential equation with asymmetric information, which is a natural continuation of Wang and Yu [IEEE TAC (2010) 55: 1742-1747, Automatica (2012) 48: 342-352]. | background 0.83 | 0.31 | 0.07 | asserted 1.00 |
| s1 | Different from Wang and Yu [IEEE TAC (2010) 55: 1742-1747, Automatica (2012) 48: 342-352], novel motivations for studying this kind of game are provided. | contribution 0.89 | 0.81 | 0.04 | asserted 1.00 |
| s2 | Some feedback Nash equilibrium points are uniquely obtained by forward-backward stochastic differential equations, their filters and the corresponding Riccati equations with Markovian setting. | result 0.87 | 0.92 | 0.77 | asserted 1.00 |
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Original abstract
This paper focuses on a kind of linear quadratic non-zero sum differential game driven by backward stochastic differential equation with asymmetric information, which is a natural continuation of Wang and Yu [IEEE TAC (2010) 55: 1742-1747, Automatica (2012) 48: 342-352]. Different from Wang and Yu [IEEE TAC (2010) 55: 1742-1747, Automatica (2012) 48: 342-352], novel motivations for studying this kind of game are provided. Some feedback Nash equilibrium points are uniquely obtained by forward-backward stochastic differential equations, their filters and the corresponding Riccati equations with Markovian setting.
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