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Effects of players' random participation to the stability in LQ games - MaRDI portal

Effects of players' random participation to the stability in LQ games

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Publication:1622605

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DOI10.1007/978-3-319-70619-1_12zbMath1417.91075OpenAlexW2782415154MaRDI QIDQ1622605

Ioannis Kordonis, George P. Papavassilopoulos

Publication date: 19 November 2018

Full work available at URL: https://doi.org/10.1007/978-3-319-70619-1_12

zbMATH Keywords

stochastic optimal control stochastic stability cooperative behavior LQ games random entrance and exit

Mathematics Subject Classification ID

Cooperative games (91A12) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15)

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