In this paper, mean-field type games between two players with backward stochastic dynamics are defined and studied. They make up a class of non-zero-sum, non-cooperating, differential games where the players’ state dynamics solve backward stochastic differential equations (BSDE) that depend on...

In this paper, we introduce a general framework for situations with decision making under uncertainty and cooperation possibilities. This framework is based upon a two stage stochastic programming approach. We show that under relatively mild assumptions the cooperative games associated with...