Maxmin or minmax optimization problems arise in many applications. There is a classical connection between these problems and zero-sum games. This paper shows that, under certain conditions, maxmin solutions also arise from Nash equilibria of population games as studied in evolutionary game...

This paper deals with the numerical approximation of backward stochastic differential equations (BSDEs). We propose a new algorithm which is based on the regression later approach. Under some regularity assumptions, the solution of a forward backward stochastic differential equation (FBSDE) can...