One kind of linear-quadratic zero-sum stochastic differential game with jumps (Q5863725): Difference between revisions

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Latest revision as of 04:39, 29 July 2024

scientific article; zbMATH DE number 7536223
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English
One kind of linear-quadratic zero-sum stochastic differential game with jumps
scientific article; zbMATH DE number 7536223

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    One kind of linear-quadratic zero-sum stochastic differential game with jumps (English)
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    3 June 2022
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    stochastic linear-quadratic problem
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    differential game
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    saddle point
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    Riccati equation
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    two-person zero-sum
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