报告专家：王光臣教授（山东大学）

报告题目：Non-zero sum stochastic differential game of BSDE with incomplete information

报告地点：腾讯会议 ID: 666976306，密码: 1110

报告时间：11月10日上午10:00

报告简介：

       This talk is concerned with a non-zero sum stochastic differential game driven by BSDE, where the control is required to be adapted to a sub-filtration of the filtration generated by the underlying Brownian motion. A necessary condition and a sufficient condition for open-loop Nash equilibrium point of the game are derived, and are used to solve an LQ game and an optimal investment and consumption selection problem.