Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games
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Publication:5020741
DOI10.1137/21M1401802zbMath1481.91019arXiv2011.09242MaRDI QIDQ5020741
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Publication date: 7 January 2022
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.09242
singular perturbationRiccati equationstochastic differential gamelinear quadraticslow-fasttwo scalezero sum
Noncooperative games (91A10) Stochastic games, stochastic differential games (91A15) Singular perturbations of ordinary differential equations (34D15)
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