One kind of linear-quadratic zero-sum stochastic differential game with jumps

DOI10.1080/00207179.2020.1859136zbMath1491.49025OpenAlexW3107582621MaRDI QIDQ5863725

Feng Zhang, Baokai Zhang, Zhi-Yong Yu

Publication date: 3 June 2022

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179.2020.1859136

zbMATH Keywords

differential gameRiccati equationsaddle pointtwo-person zero-sumstochastic linear-quadratic problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games and control (49N70) 2-person games (91A05) Differential games (aspects of game theory) (91A23) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15)

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