Linear−quadratic optimal control and nonzero‐sum differential game of forward−backward stochastic system (Q5745691): Difference between revisions
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Revision as of 00:11, 6 March 2024
scientific article; zbMATH DE number 6252599
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear−quadratic optimal control and nonzero‐sum differential game of forward−backward stochastic system |
scientific article; zbMATH DE number 6252599 |
Statements
Linear−quadratic optimal control and nonzero‐sum differential game of forward−backward stochastic system (English)
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30 January 2014
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stochastic differential equation
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optimal control
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nonzero-sum stochastic differential game
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linear-quadratic problem
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