Two-person zero-sum stochastic linear-quadratic differential games (Q4992013)

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scientific article; zbMATH DE number 7355498
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    Two-person zero-sum stochastic linear-quadratic differential games
    scientific article; zbMATH DE number 7355498

      Statements

      Two-Person Zero-Sum Stochastic Linear-Quadratic Differential Games (English)
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      4 June 2021
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      linear-quadratic differential game
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      two-person
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      zero-sum
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      open-loop
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      lower value
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      upper value
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      saddle point
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      Riccati equation
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      closed-loop representation
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