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Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games - MaRDI portal

Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games (Q5020741)

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scientific article; zbMATH DE number 7453428
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English
Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games
scientific article; zbMATH DE number 7453428

    Statements

    title
    Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games (English)
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    publication date
    7 January 2022
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    zbMATH Keywords
    singular perturbation
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    stochastic differential game
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    Riccati equation
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    linear quadratic
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    zero sum
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    slow-fast
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    two scale
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    cites work
    Q4452862
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    Q4850020
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    Q4692916
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    Q3146337
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    Q4950311
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    Q4407470
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    Differential Games
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    Q4255599
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    Identifiers

    DOI
    10.1137/21M1401802
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    Mathematics Subject Classification ID
    91A15
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    91A10
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    34D15
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    zbMATH DE Number
    7453428
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    arXiv ID
    2011.09242
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