Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games (Q5020741)
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scientific article; zbMATH DE number 7453428
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games |
scientific article; zbMATH DE number 7453428 |
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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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