Backward linear-quadratic stochastic optimal control and nonzero-sum differential game problem with random jumps (Q1937767)
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scientific article; zbMATH DE number 6133196
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward linear-quadratic stochastic optimal control and nonzero-sum differential game problem with random jumps |
scientific article; zbMATH DE number 6133196 |
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Backward linear-quadratic stochastic optimal control and nonzero-sum differential game problem with random jumps (English)
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31 January 2013
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backward stochastic differential equations
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nonzero-sum differential game
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optimal control
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Poisson processes
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Riccati equation
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linear-quadratic stochastic optimal control
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forward-backward stochastic differential equations
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Nash equilibrium point
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random jumps
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Brownian motion
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0.9571155
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0.9528557
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0.9474021
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0.93331206
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0.9327169
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0.9313079
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0.93084013
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0.9294058
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