Linear quadratic stochastic integral games and related topics (Q904652)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Linear quadratic stochastic integral games and related topics |
scientific article |
Statements
Linear quadratic stochastic integral games and related topics (English)
0 references
13 January 2016
0 references
stochastic integral games
0 references
backward stochastic Volterra integral equations
0 references
stochastic Fredholm-Volterra integral equations
0 references
saddle points
0 references
linear quadratic optimal control problems
0 references