Combining forward and backward stochastic differential equations and filtering techniques, the Nash equilibrium point of a type of partially observed LQ nonzero sum stochastic differential game problem is obtained.

 
  • 摘要结合正倒向随机微分方程理论和滤波技术,给出了一类部分可观测信息下线性二次非零和随机微分对策问题的纳什均衡点。
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