On a linear quadratic differential game of the stochastic Itô system (Q2916478)
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scientific article; zbMATH DE number 6090999
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a linear quadratic differential game of the stochastic Itô system |
scientific article; zbMATH DE number 6090999 |
Statements
5 October 2012
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stochastic Itô systems
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linear quadratic differential game
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Nash equilibrium strategies
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Riccati equation
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On a linear quadratic differential game of the stochastic Itô system (English)
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