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LQ nonzero sum stochastic differential game under partial observable information

WANG Guang-chen   

  1. School of Math. and System Sci., Shandong Univ., Jinan 250100, Shandong, China
  • Received:2006-06-13 Revised:1900-01-01 Online:2006-10-24 Published:2006-10-24
  • Contact: WANG Guang-chen

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Abstract: Combining forward and backward stochastic differential equations and filtering techniques, the Nash equillibrium point of a type of partially observed LQ ninzero sum stochastic different game problem is obtained.

Key words: filtering , Nash equilibrium point, nonzero sum differential game, forward and backward stochastic differential equation

CLC Number: 

  • O211.63
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