Linear Quadratic Stochastic Differential Games: Open-Loop and Closed-Loop Saddle Points (Q5244650)
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scientific article; zbMATH DE number 6420765
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear Quadratic Stochastic Differential Games: Open-Loop and Closed-Loop Saddle Points |
scientific article; zbMATH DE number 6420765 |
Statements
Linear Quadratic Stochastic Differential Games: Open-Loop and Closed-Loop Saddle Points (English)
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27 March 2015
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stochastic differential equation
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linear quadratic differential game
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two-person
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zero-sum game
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Riccati differential equation
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closed-loop saddle point
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open-loop saddle point
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