Partially Observed Nonzero-sum Differential Game of Backward Systems with Random Jumps and Applications
CHEN Xiaolan1, WANG Kaikai2, ZHU Qingfeng3
1. Shandong Technology Innovation Center of Social Governance Intelligence, Shandong University of Finance and Economics, Jinan 250014;
2. School of Statistics and Mathematics, Shandong University of Finance and Economics, Jinan 250014;
3. Shandong Key Laboratory of Blockchain Finance, Shandong University of Finance and Economics, Jinan 250014
The National Natural Science Foundation of China (11671229; 11971259); the National Social Science Fund of China (21BTJ072); the Natural Science Foundation of Shandong Province (ZR2022MA029; ZR2020MA032); the Graduate Education Quality Improvement Program of Shandong Province (SDYKC19197).
CHEN Xiaolan, WANG Kaikai, ZHU Qingfeng. Partially Observed Nonzero-sum Differential Game of Backward Systems with Random Jumps and Applications[J]. Chinese Journal of Engineering Mathematics, 2023, 40(5): 738-750.