Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems (Q5114464)
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scientific article; zbMATH DE number 7214206
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems |
scientific article; zbMATH DE number 7214206 |
Statements
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems (English)
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23 June 2020
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stochastic optimal control theory
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differential games
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Riccati equation
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closed-loop Nash equilibria
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