Two-Person Zero-Sum Stochastic Linear-Quadratic Differential Games (Q4992013)
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scientific article; zbMATH DE number 7355498
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-Person Zero-Sum Stochastic Linear-Quadratic Differential Games |
scientific article; zbMATH DE number 7355498 |
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Two-Person Zero-Sum Stochastic Linear-Quadratic Differential Games (English)
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4 June 2021
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linear-quadratic differential game
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two-person
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zero-sum
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open-loop
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lower value
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upper value
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saddle point
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Riccati equation
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closed-loop representation
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