In this article, off-policy reinforcement learning (RL) algorithm is established to solve the
discrete-time N-player nonzero-sum (NZS) games with completely unknown dynamics. The …

This paper is concerned with a leader–follower stochastic differential game with asymmetric
information, where the information available to the follower is based on some sub-σ-algebra …

A general maximum principle for optimal control problems derived by forward–backward
stochastic systems is established, where control domains are non-convex and forward …

In this article, we consider the generalized risk-sensitive optimal control problem, where the
objective functional is defined by the controlled backward stochastic differential equation …

This paper is first concerned with one kind of discrete-time stochastic optimal control
problem with convex control domains, for which necessary condition in the form of …

This paper is concerned with a new kind of non-zero sum differential game of backward
stochastic differential equations (BSDEs). It is required that the control is adapted to a sub …

In this paper, we study a two-person zero-sum linear-quadratic stochastic differential game
problem. From a new viewpoint, we construct an optimal feedback control-strategy pair for …

We consider two-player risk-sensitive zero-sum differential games (RSZSDGs). In our
problem setup, both the drift term and the diffusion term in the controlled stochastic …

From the previous work, when solving the LQ optimal control problem with random
coefficients (SLQ, for short), it is remarkably shown that the solution of the backward …

This paper focuses on a kind of LQ non-zero sum differential game driven by backward
stochastic differential equation with asymmetric information, which is a natural continuation …