| Abstract: |
| This paper is concerned with a kind of nonzero sum differential game of backward doubly stochastic system with delay, in which the state dynamics follows a backward doubly
stochastic differential equation with delay. We establish a necessary condition in the form
of maximum principle with Pontryagins type for open-loop Nash equilibrium point of this
type of game, and then give a verification theorem which is a sufficient condition for Nash
equilibrium point. The theoretical results are applied to study a nonzero sum differential
game of linear-quadratic backward doubly stochastic system with delay. |
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