One kind of linear-quadratic zero-sum stochastic differential game with jumps (Q5863725)
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scientific article; zbMATH DE number 7536223
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | One kind of linear-quadratic zero-sum stochastic differential game with jumps |
scientific article; zbMATH DE number 7536223 |
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One kind of linear-quadratic zero-sum stochastic differential game with jumps (English)
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3 June 2022
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stochastic linear-quadratic problem
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differential game
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saddle point
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Riccati equation
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two-person zero-sum
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