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

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scientific article; zbMATH DE number 7453428
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Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games
scientific article; zbMATH DE number 7453428

    Statements

    Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games (English)
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    7 January 2022
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    singular perturbation
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    stochastic differential game
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    Riccati equation
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    linear quadratic
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    zero sum
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    slow-fast
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    two scale
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