Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon (Q2994671)
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scientific article; zbMATH DE number 6608668
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| English | Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon |
scientific article; zbMATH DE number 6608668 |
Statements
Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon (English)
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3 August 2016
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linear quadratic stochastic differential game
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two-person
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zero-sum
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infinite horizon
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open-loop and closed-loop saddle points
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algebraic Riccati equation
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stabilizing solution
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0.9154556393623352
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0.9063939452171326
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0.903832197189331
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0.8891537189483643
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0.8828219175338745
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