Linear−quadratic optimal control and nonzero‐sum differential game of forward−backward stochastic system (Q5745691): Difference between revisions
From MaRDI portal
Latest revision as of 07:05, 7 July 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)
0 references
30 January 2014
0 references
stochastic differential equation
0 references
optimal control
0 references
nonzero-sum stochastic differential game
0 references
linear-quadratic problem
0 references
0 references
0 references
0 references
