scientific article; zbMATH DE number 6803231

zbMath1373.93389MaRDI QIDQ4589036

Jiong-min Yong

Publication date: 6 November 2017

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

zbMATH Keywords

differential gamesstochastic optimal controllinear-quadratic problemRiccati equationtime inconsistencyequilibrium solutionHamilton-Jacobi- Bellman equation

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Differential games and control (49N70) Optimal stochastic control (93E20) Linear optimal control problems (49N05)

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