On linear stochastic differential games with average cost criteria
type: Item
instance of: scholarly article
title: On linear stochastic differential games with average cost criteria
zbMATH Open document ID: 0666.90103
DOI: 10.1007/BF00940027
author: S. H. Smith
published in: Journal of Optimization Theory and Applications
publication date: 1990-01-01T00:00:00Z
review text: We consider scalar linear stochastic differential games with average cost criteria. We solve the dynamic programming equations for these games and give the synthesis of saddle-point and Nash equilibrium solutions.
Mathematics Subject Classification ID: 91A23
Mathematics Subject Classification ID: 91A60
Mathematics Subject Classification ID: 91A15
Mathematics Subject Classification ID: 90C39
zbMATH DE Number: 4091231
zbMATH Keywords: constraints
zbMATH Keywords: scalar linear stochastic differential games
zbMATH Keywords: average cost criteria
zbMATH Keywords: saddle-point
zbMATH Keywords: Nash equilibrium
MaRDI profile type: Publication
cites work: Q4317892
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full work available at URL: https://doi.org/10.1007/bf00940027
OpenAlex ID: W2009188097
description: scientific article; zbMATH DE number 4091231