A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type (Q2303968): Difference between revisions

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Property / author: Zhi-Yong Yu / rank
 
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Latest revision as of 00:18, 22 July 2024

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A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type
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    A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type (English)
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    6 March 2020
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    stochastic linear-quadratic problem
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    mean-field type stochastic differential equation
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    stochastic differential game
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    closed-loop representation
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    Riccati differential equation
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