Optimal Control of a Multifactor Uncertain System

DOI10.1142/S0218488519500181WikidataQ127997532 ScholiaQ127997532MaRDI QIDQ5872450

Yun Sun, Yuanguo Zhu

Publication date: 30 January 2023

Published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

zbMATH Keywords

uncertainty theorymultifactorLiu processsaddle point equilibriumuncertain optimal controltwo person zero sum differential game modeluncertain portfolio game model

Mathematics Subject Classification ID

Differential games and control (49N70) 2-person games (91A05) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) Optimality conditions for problems involving randomness (49K45)

Related Items (1)

Optimal control of multifactor uncertain system with jumps

This page was built for publication: Optimal Control of a Multifactor Uncertain System