Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games (Q5020741)

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scientific article; zbMATH DE number 7453428
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    Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games
    scientific article; zbMATH DE number 7453428

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      Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games (English)
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      7 January 2022
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      singular perturbation
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      stochastic differential game
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      Riccati equation
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      linear quadratic
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      zero sum
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      slow-fast
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      two scale
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