A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type (Q2303968)
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scientific article; zbMATH DE number 7177555
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| English | A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type |
scientific article; zbMATH DE number 7177555 |
Statements
A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type (English)
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6 March 2020
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stochastic linear-quadratic problem
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mean-field type stochastic differential equation
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stochastic differential game
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closed-loop representation
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Riccati differential equation
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0.8683862686157227
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0.8635877370834351
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0.8613455295562744
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0.8602787256240845
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0.8546410202980042
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