Stochastic linear-quadratic optimal control theory: differential games and mean-field problems (Q5114464)
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scientific article; zbMATH DE number 7214206
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| English | Stochastic linear-quadratic optimal control theory: differential games and mean-field problems |
scientific article; zbMATH DE number 7214206 |
Statements
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems (English)
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23 June 2020
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stochastic optimal control theory
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differential games
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Riccati equation
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closed-loop Nash equilibria
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0.9516572952270508
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0.8148288726806641
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0.8091229796409607
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0.8013391494750977
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0.8008761405944824
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