An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach (Q5502184): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Created claim: Wikidata QID (P12): Q115246985, #quickstatements; #temporary_batch_1718112262472 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q115246985 / rank | |||
Normal rank | |||
Revision as of 15:29, 11 June 2024
scientific article; zbMATH DE number 6473218
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach |
scientific article; zbMATH DE number 6473218 |
Statements
An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach (English)
0 references
18 August 2015
0 references
forward-backward stochastic differential equation
0 references
stochastic differential game
0 references
stochastic optimal control
0 references
Riccati equation
0 references
linear-quadratic problem
0 references
optimal feedback control-strategy pair
0 references
