Linear quadratic nonzero-sum differential games with random jumps (Q940010)
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scientific article; zbMATH DE number 5317949
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear quadratic nonzero-sum differential games with random jumps |
scientific article; zbMATH DE number 5317949 |
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Linear quadratic nonzero-sum differential games with random jumps (English)
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1 September 2008
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stochastic differential equation
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Poisson process
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stochastic differential game
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