Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching (Q6658237)
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scientific article; zbMATH DE number 7962968
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching |
scientific article; zbMATH DE number 7962968 |
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Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching (English)
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8 January 2025
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stochastic linear-quadratic control
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indefinite stochastic Riccati equation
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zero-sum game
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non-Markovian
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regime switching
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random coefficient
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multidimensional backward stochastic differential equation
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