Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon (Q2994671)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon |
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Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon (English)
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3 August 2016
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linear quadratic stochastic differential game
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two-person
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zero-sum
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infinite horizon
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open-loop and closed-loop saddle points
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algebraic Riccati equation
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stabilizing solution
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