Dynamic Games for Stochastic Systems with Delay (Q5416954)
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scientific article; zbMATH DE number 6295759
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Games for Stochastic Systems with Delay |
scientific article; zbMATH DE number 6295759 |
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Dynamic Games for Stochastic Systems with Delay (English)
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15 May 2014
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Itô's stochastic differential equation
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delay
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dynamic games
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Karush-Kuhn-Tucker (KKT) conditions
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linear matrix inequality
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