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Infinite-time partially observed nonzero-sum bilinear affine-quadratic stochastic differential game and its application to competitive advertising - MaRDI portal

Infinite-time partially observed nonzero-sum bilinear affine-quadratic stochastic differential game and its application to competitive advertising (Q6583446)

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scientific article; zbMATH DE number 7892591
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English
Infinite-time partially observed nonzero-sum bilinear affine-quadratic stochastic differential game and its application to competitive advertising
scientific article; zbMATH DE number 7892591

    Statements

    Infinite-time partially observed nonzero-sum bilinear affine-quadratic stochastic differential game and its application to competitive advertising (English)
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    6 August 2024
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    affine-quadratic performance index
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    bilinear system
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    infinite-time horizon
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    Nash equilibrium
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    partially observed system
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    stochastic differential game
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