摘要
文章探讨了倒向重随机系统的非零和微分对策问题,其系统状态是由一类倒向重随机微分方程刻画.在适当的假设条件下,引入相应的代价泛函,利用经典的凸变分技术和对偶方法给出纳什均衡点存在的必要条件.
In this paper,the nonzero sum differential games of backward doubly stochastic systems are dis⁃cussed,the state of the system is characterized by a class of backward doubly stochastic differential equa⁃tions.Under appropriate assumptions,the corresponding value functions are introduced,and the necessary conditions for the existence of Nash equilibrium points are given by using classical convex variational tech⁃niques and dual methods.
作者
许洁
蔺瑞强
XU Jie;LIN Rui-qiang(Jilin Institute of Chemical Technology,Jilin 132022,China)
出处
《通化师范学院学报》
2022年第12期13-18,共6页
Journal of Tonghua Normal University
基金
吉林省自然科学基金资助项目(YDZJ202101ZYTS186).
关键词
倒向重随机微分方程
微分对策
纳什均衡点
非零和
backward doubly stochastic differential equation
differential games
nash equilibrium point
nonzero sum
