Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps (Q1625492)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps |
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Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps (English)
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29 November 2018
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forward-backward stochastic differential equation
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Poisson process
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stochastic optimal control
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linear-quadratic problem
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nonzero-sum stochastic differential game
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Nash equilibrium
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