Two-Person Zero-Sum Stochastic Linear-Quadratic Differential Games
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Publication:4992013
DOI10.1137/20M1340368zbMath1467.91010arXiv2005.11701OpenAlexW3157127717MaRDI QIDQ4992013
Publication date: 4 June 2021
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.11701
Riccati equationsaddle pointopen-loopzero-sumlinear-quadratic differential gametwo-personlower valueupper valueclosed-loop representation
Noncooperative games (91A10) Differential games and control (49N70) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15)
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Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games ⋮ Generic uniqueness of saddle point for two-person zero-sum differential games ⋮ StarCraft adversary-agent challenge for pursuit-evasion game ⋮ An addendum to the problem of zero-sum LQ stochastic mean-field dynamic games ⋮ Reinforcement learning for exploratory linear-quadratic two-person zero-sum stochastic differential games ⋮ Mean-field linear-quadratic stochastic differential games ⋮ Mean-field linear-quadratic stochastic differential games in an infinite horizon
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