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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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type |
scientific article |
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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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