Saddle-Point Equilibrium of Bilinear Itô Stochastic Differential Games

DOI10.1007/978-3-642-23226-8_48zbMath1228.91013OpenAlexW18104977MaRDI QIDQ3102166

Huai-nian Zhu, Cheng-ke Zhang, Xiaoqiu Gao

Publication date: 2 December 2011

Published in: Communications in Computer and Information Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-23226-8_48

zbMATH Keywords

saddle-point equilibriumstochastic bilinear differential game

Mathematics Subject Classification ID

Stochastic programming (90C15) 2-person games (91A05) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25)

Cites Work

• Dynamic noncooperative game theory
• Successive approximation procedure for steady-state optimal control of bilinear systems
• Nonzero-sum differential games
• An Overview of Stochastic Bilinear Control Processes
• Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games