Linear−quadratic optimal control and nonzero‐sum differential game of forward−backward stochastic system
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Publication:5745691
DOI10.1002/asjc.406zbMath1282.93280OpenAlexW2053274077MaRDI QIDQ5745691
Publication date: 30 January 2014
Published in: Asian Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asjc.406
optimal controlstochastic differential equationlinear-quadratic problemnonzero-sum stochastic differential game
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games and control (49N70) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
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