Linear quadratic zero-sum stochastic differential games with Markov regime switching (Q2926699)
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scientific article; zbMATH DE number 6363789
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear quadratic zero-sum stochastic differential games with Markov regime switching |
scientific article; zbMATH DE number 6363789 |
Statements
3 November 2014
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stochastic systems
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Markov regime switching
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differential games
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generalized Riccati equation
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Linear quadratic zero-sum stochastic differential games with Markov regime switching (English)
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