On the saddle-point solution of a class of stochastic differential games (Q1149384)
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scientific article; zbMATH DE number 3709981
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the saddle-point solution of a class of stochastic differential games |
scientific article; zbMATH DE number 3709981 |
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On the saddle-point solution of a class of stochastic differential games (English)
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1981
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saddle-point solution
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stochastic differential games
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linear state dynamics
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quadratic objective functionals
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information structure
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conjugate-point conditions
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noisy state information
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