Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria (Q1713461)
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English | Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria |
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Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria (English)
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25 January 2019
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stochastic differential equation
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linear-quadratic differential game
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two-person
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nonzero-sum
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Nash equilibrium
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Riccati differential equation
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closed-loop
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open-loop
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