An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach (Q5502184)
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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)
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18 August 2015
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forward-backward stochastic differential equation
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stochastic differential game
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stochastic optimal control
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Riccati equation
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linear-quadratic problem
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optimal feedback control-strategy pair
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