Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria (Q1713461)

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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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