scientific article; zbMATH DE number 2069400

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zbMath1049.93092MaRDI QIDQ4463326

Chengxin Luo, En-Min Feng

Publication date: 27 May 2004

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optimal control Riccati equation stochastic differential game Riccati-type equations

Mathematics Subject Classification ID

2-person games (91A05) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)

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