On linear stochastic differential games with average cost criteria (Q1117153)
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scientific article; zbMATH DE number 4091231
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| English | On linear stochastic differential games with average cost criteria |
scientific article; zbMATH DE number 4091231 |
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On linear stochastic differential games with average cost criteria (English)
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1990
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We consider scalar linear stochastic differential games with average cost criteria. We solve the dynamic programming equations for these games and give the synthesis of saddle-point and Nash equilibrium solutions.
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constraints
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scalar linear stochastic differential games
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average cost criteria
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saddle-point
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Nash equilibrium
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0.8337016105651855
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0.8328198194503784
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0.8247299790382385
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0.8210214972496033
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