Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games (Q5020741): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.09242
@@ Property / arXiv ID: 2011.09242 / rank @@
+Normal rank
@@ Property / cites work @@
+Ergodicity, stabilization, and singular perturbations for Bellman-Isaacs equations
+Normal rank
@@ Property / cites work @@
+Linear-quadratic, two person, zero-sum differential games: Necessary and sufficient conditions
+Normal rank
@@ Property / cites work @@
+The Linear Quadratic Regulator Problem for a Class of Controlled Systems Modeled by Singularly Perturbed Itô Differential Equations
+Normal rank
@@ Property / cites work @@
+Q4452862
@@ Property / cites work: Q4452862 / rank @@
+Normal rank
@@ Property / cites work @@
+Filtering and portfolio optimization with stochastic unobserved drift in asset returns
+Normal rank
@@ Property / cites work @@
+Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions
+Normal rank
@@ Property / cites work @@
+Limit Hamilton-Jacobi-Isaacs equations for singularly perturbed zero-sum differential games
+Normal rank
@@ Property / cites work @@
+Well-posedness of singularly perturbed Nash games
@@ Property / cites work: Well-posedness of singularly perturbed Nash games / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic solution of the singularly perturbed infinite dimensional Riccati equation
+Normal rank
@@ Property / cites work @@
+Asymptotic solution of zero-sum linear-quadratic differential game with cheap control for minimizer
+Normal rank
@@ Property / cites work @@
+Feedback and well-posedness of singularly perturbed Nash games
+Normal rank
@@ Property / cites work @@
+Q4850020
@@ Property / cites work: Q4850020 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized Riccati equations arising in stochastic games
+Normal rank
@@ Property / cites work @@
+Q4692916
@@ Property / cites work: Q4692916 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3146337
@@ Property / cites work: Q3146337 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Singular perturbation method for near optimum design of high-order non- linear systems
+Normal rank
@@ Property / cites work @@
+Existence of optimal open-loop strategies for a class of differential games
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of minimax solutions of Isaacs-Bellman equations in differential games with fast and slow motions.
+Normal rank
@@ Property / cites work @@
+Q4950311
@@ Property / cites work: Q4950311 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4407470
@@ Property / cites work: Q4407470 / rank @@
+Normal rank
@@ Property / cites work @@
+Linear Quadratic Stochastic Differential Games: Open-Loop and Closed-Loop Saddle Points
+Normal rank
@@ Property / cites work @@
+Perturbation Theory for Algebraic Riccati Equations
+Normal rank
@@ Property / cites work @@
+Linear forward-backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Differential Games
@@ Property / cites work: Differential Games / rank @@
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank
@@ Property / cites work @@
+An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach
+Normal rank