Maximum principle via Malliavin calculus for regular-singular stochastic differential games

QR Code

Maximum principle via Malliavin calculus for regular-singular stochastic differential games

We consider non-zero-sum regular-singular stochastic differential games, where the informations available to the two players are asymmetry partial informations. The control strategy of each player consists of two components: regular control and singular control. Applying the Malliavin calculus appro...

Full description

Bibliographic Details
Main Authors:	Wang, Y., Song, A., Wang, L., Sun, Jie
Format:	Journal Article
Published:	Springer Verlag 2017
Online Access:	http://hdl.handle.net/20.500.11937/52153

Similar Items

Necessary and Sufficient Optimality Conditions for Regular–Singular Stochastic Differential Games with Asymmetric Information
by: Wang, Y., et al.
Published: (2018)

An application of Pontryagin's maximum principle in a linear quadratic differential game.
by: Khakestari, Marzieh, et al.
Published: (2011)

On regularity, transitivity, and ergodic principle for quadratic stochastic volterra operators
by: Saburov, Mansoor
Published: (2012)

Optimal control using Pontryagins maximum principle in a linear quadratic differential game.
by: Khakestari, Marzieh, et al.
Published: (2012)

Necessary and sufficient condition for the existence of positive solution to singular fractional differential equations
by: Wang, Y., et al.
Published: (2015)

On regularity of positive quadratic doubly stochastic operators
by: Saburov, Mansoor
Published: (2018)

Existence and uniqueness of a positive solution to singular fractional differential equations
by: Wang, Y., et al.
Published: (2012)

Bifurcation analysis for a singular differential system with two parameters via to topological degree theory
by: Liu, Lishan, et al.
Published: (2017)

On regularity of diagonally positive quadratic doubly stochastic operators
by: Saburov, Mansoor
Published: (2017)

Switching principles to circumvent Euler angle singularity
by: Okasha, Mohamed Elsayed Aly Abd Elaziz, et al.
Published: (2010)

Positive solutions for nonlinear singular differential systems involving parameter on the half-line
by: Liu, L., et al.
Published: (2012)

Non-regular quadratic stochastic operators with countable state space
by: Ganikhodjaev, Nasir, et al.
Published: (2024)

Continuous-time singular linear-quadratic control: Necessary and sufficient conditions for the existence of regular solutions
by: Ferrante, A., et al.
Published: (2016)

Fractional differential calculus on riemannian manifolds and convexity problems
by: Wedad Saleh, Al-Lehabi
Published: (2017)

Spectral Analysis for a Singular Differential System with Integral Boundary Conditions
by: Sun, F., et al.
Published: (2016)

Application of maximum likelihood estimation to stochastic short rate models
by: Fergusson, Kevin, et al.
Published: (2015)

Multiple positive solutions of singularly perturbed differential systems with different orders
by: Zhang, Xinguang, et al.
Published: (2010)

Positive Solutions for (n - 1,1) -Type Singular Fractional Differential System with Coupled Integral Boundary Conditions
by: Wang, Y., et al.
Published: (2014)

Regularity of geometric quadratic stochastic operator generated by 2-partition of infinite points
by: Karim, Siti Nurlaili, et al.
Published: (2020)

Application of stochastic differential equations and stochastic delay differential equations in population dynamics
by: Bahar, Arifah
Published: (2005)

Positive solutions for a class of higher-order singular semipositone fractional differential systems with coupled integral boundary conditions and parameters
by: Wang, Y., et al.
Published: (2014)

Stochastic Taylor Methods for Stochastic Delay Differential Equations
by: Norhayati, Rosli, et al.
Published: (2013)

Derivation of stochastic Taylor methods for stochastic differential equations
by: Noor Amalina Nisa, Ariffin, et al.
Published: (2017)

A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure
by: Yu, H., et al.
Published: (2021)

Positive Solutions of a Singular Nonlocal Fractional Order Differential System via Schauder’s Fixed Point Theorem
by: Zhang, X., et al.
Published: (2014)

A Stochastic Variational Inequality Approach to the Nash Equilibrium Model of a Manufacturer-Supplier Game under Uncertainty
by: Lu, Yuan, et al.
Published: (2022)

A class of geometric quadratic stochastic operator on countable state space and its regularity
by: Karim, Siti Nurlaili, et al.
Published: (2019)

Existence of positive solutions for a singular semipositone differential system
by: Zhang, Xinguang, et al.
Published: (2008)

Solving the singularly perturbation problems of delay differential equations numerically
by: Jaaffar, Nur Tasnem, et al.
Published: (2021)

Residual Methods For Solving Fractional Differential Equations With Singular Kernels
by: Abuomar, Mohammed M. A.
Published: (2023)

Stochastic Runge-Kutta method for stochastic delay differential equations
by: Norhayati, Rosli
Published: (2012)

Visual object clustering via mixed-norm regularization
by: Zhang, X., et al.
Published: (2015)

A regularized smoothing Newton method for symmetric cone complementarity problems
by: Kong, L., et al.
Published: (2008)

Positive solution of singular fractional differential system with nonlocal boundary conditions
by: Wu, J., et al.
Published: (2014)

Positive solutions to singular fractional differential system with coupled boundary conditions
by: Jiang, J., et al.
Published: (2013)

Nonlocal fractional order differential equations with changing-sign singular perturbation
by: Zhang, Xinguang, et al.
Published: (2013)

Numerical solution of singularly perturbed delay differential equations with layer behavior
by: Ghomanjani, Fateme, et al.
Published: (2014)

2-stage Stochastic Runge-Kutta for Stochastic Delay Differential Equations
by: Norhayati, Rosli, et al.
Published: (2014)

2–stage Stochastic Runge–Kutta for Stochastic Delay Differential Equations
by: Norhayati, Rosli, et al.
Published: (2015)

Fifth-stage stochastic runge-kutta method for stochastic differential equations
by: Noor Amalina Nisa, Ariffin
Published: (2018)