Infinite horizon LQ Nash games for SDEs with infinite jumps (Q6578593)
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scientific article; zbMATH DE number 7886898
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite horizon LQ Nash games for SDEs with infinite jumps |
scientific article; zbMATH DE number 7886898 |
Statements
Infinite horizon LQ Nash games for SDEs with infinite jumps (English)
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25 July 2024
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coupled generalized algebraic Riccati equations
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infinite Markovian jumps
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Nash games
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stochastic differential equations
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strong detectability
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