Abstract

This paper is concerned with a kind of non-zero sum differential game of mean-field backward stochastic differential equation (MF-BSDE). A necessary condition for Nash equilibrium point is derived first, then the result is applied to study a linear-quadratic (LQ) game. The explicit form of candidate Nash equilibrium point is obtained.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call