Distributed Computation of Nash Equilibria in Linear-Quadratic Stochastic Differential Games (Q4735111)
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scientific article; zbMATH DE number 4121895
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributed Computation of Nash Equilibria in Linear-Quadratic Stochastic Differential Games |
scientific article; zbMATH DE number 4121895 |
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Distributed Computation of Nash Equilibria in Linear-Quadratic Stochastic Differential Games (English)
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1989
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multiple probabilistic model
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n-person stochastic linear-quadratic differential games
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stable Nash equilibrium solution
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finite horizon problem
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infinite horizon problem
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