On a linear quadratic differential game of the stochastic Itô system (Q2916478)
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scientific article; zbMATH DE number 6090999
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|---|---|---|---|
| default for all languages | No label defined |
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| English | On a linear quadratic differential game of the stochastic Itô system |
scientific article; zbMATH DE number 6090999 |
Statements
5 October 2012
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stochastic Itô systems
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linear quadratic differential game
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Nash equilibrium strategies
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Riccati equation
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On a linear quadratic differential game of the stochastic Itô system (English)
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0.8353093266487122
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0.8254287242889404
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0.822952151298523
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0.8208341002464294
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