An optimal feedback control-strategy pair for zero-sum linear-quadratic stochastic differential game: the Riccati equation approach (Q5502184)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6473218
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An optimal feedback control-strategy pair for zero-sum linear-quadratic stochastic differential game: the Riccati equation approach |
scientific article; zbMATH DE number 6473218 |
Statements
An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach (English)
0 references
18 August 2015
0 references
forward-backward stochastic differential equation
0 references
stochastic differential game
0 references
stochastic optimal control
0 references
Riccati equation
0 references
linear-quadratic problem
0 references
optimal feedback control-strategy pair
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8813745975494385
0 references
0.8598263263702393
0 references
0.8507842421531677
0 references
