Pages that link to "Item:Q5502184"
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The following pages link to An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach (Q5502184):
Displaying 22 items.
- Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems (Q1737535) (← links)
- Pareto optimal strategy for linear stochastic systems with \(H_\infty\) constraint in finite horizon (Q1999198) (← links)
- Mean-field linear-quadratic stochastic differential games (Q2040124) (← links)
- On forward-backward stochastic differential equations in a domination-monotonicity framework (Q2115131) (← links)
- Parametric approximate optimal control of uncertain differential game with application to counter terror (Q2137281) (← links)
- Maximum principle for general partial information nonzero sum stochastic differential games and applications (Q2150665) (← links)
- Two-player zero-sum stochastic differential games with regime switching (Q2174009) (← links)
- Linear-quadratic mean field stochastic zero-sum differential games (Q2203038) (← links)
- Global solutions of stochastic Stackelberg differential games under convex control constraint (Q2242947) (← links)
- A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type (Q2303968) (← links)
- Time-inconsistent recursive zero-sum stochastic differential games (Q2311592) (← links)
- Reinforcement learning for exploratory linear-quadratic two-person zero-sum stochastic differential games (Q2700375) (← links)
- Mean-field linear-quadratic stochastic differential games in an infinite horizon (Q3383291) (← links)
- Controllability of Stochastic Game-Based Control Systems (Q4972757) (← links)
- Two-Person Zero-Sum Stochastic Linear-Quadratic Differential Games (Q4992013) (← links)
- Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games (Q5020741) (← links)
- Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions (Q5107920) (← links)
- On the existence of the stabilizing solution of generalized Riccati equations arising in zero-sum stochastic difference games: the time-varying case (Q5132585) (← links)
- One kind of linear-quadratic zero-sum stochastic differential game with jumps (Q5863725) (← links)
- Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games (Q5883152) (← links)
- Dynamic trading with Markov liquidity switching (Q6165331) (← links)
- Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach (Q6173819) (← links)