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Dynamic Games for Stochastic Systems with Delay - MaRDI portal

Dynamic Games for Stochastic Systems with Delay (Q5416954)

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scientific article; zbMATH DE number 6295759
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English
Dynamic Games for Stochastic Systems with Delay
scientific article; zbMATH DE number 6295759

    Statements

    title
    Dynamic Games for Stochastic Systems with Delay (English)
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    author
    Hiroaki Mukaidani
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    publication date
    15 May 2014
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    zbMATH Keywords
    Itô's stochastic differential equation
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    delay
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    dynamic games
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    Karush-Kuhn-Tucker (KKT) conditions
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    linear matrix inequality
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    Identifiers

    DOI
    10.1002/asjc.686
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    Mathematics Subject Classification ID
    93E20
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    49N70
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    49K35
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    93B52
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    60H10
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    49K45
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    zbMATH DE Number
    6295759
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    OpenAlex ID
    W2108279899
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