A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type (Q2303968)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type |
scientific article |
Statements
A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type (English)
0 references
6 March 2020
0 references
stochastic linear-quadratic problem
0 references
mean-field type stochastic differential equation
0 references
stochastic differential game
0 references
closed-loop representation
0 references
Riccati differential equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
